stable_mle_fit

<p>initial guess for parameters. Defaults to NULL in which case these are set to defaults</p>

init_vals

trace

<p>Fit a stable distribution to a sample using maximum likelihood</p>

Efficient regression for heavy-tailed and skewed data following a stable distribution. Generalized regression where the skewness and tail parameter of residuals are dependent on regressors is also available. Includes fast calculation of stable densities. Calculation of densities is based on efficient numerical methods from Ament and O'Neil (2017) <doi:10.1007/s11222-017-9725-y>. Parts of the code have been ported to C from Ament's 'Matlab' code available at <https://gitlab.com/s_ament/qastable>.

Oleg Kopylov 

stable_mle_fit: Fit a stable distribution to a sample using maximum likelihood

Description

Usage

Arguments