MixStable
0.1.0Parameter Estimation for Stable Distributions and Their Mixtures
Overview
Provides various functions for parameter estimation of one-dimensional stable distributions and their mixtures. It implements a diverse set of estimation methods, including quantile-based approaches, regression methods based on the empirical characteristic function (empirical, kernel, and recursive), and maximum likelihood estimation. For mixture models, it provides stochastic expectation–maximization (SEM) algorithms and Bayesian estimation methods using sampling and importance sampling to overcome the long burn-in period of Markov Chain Monte Carlo (MCMC) strategies. The package also includes tools and statistical tests for analyzing whether a dataset follows a stable distribution. Some of the implemented methods are described in Hajjaji, O., Manou-Abi, S. M., and Slaoui, Y. (2024) doi:10.1080/02664763.2024.2434627.
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- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-06-0313 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0212 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-1013 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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- WARNING2026-05-0912 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-0414 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-0313 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-2814 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-03-2113 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-11-03
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 107 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet