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MixStable

0.1.0

Parameter Estimation for Stable Distributions and Their Mixtures

0packages depend
1.6Kdownloads / year
38.1%test coverage
13/13checks pass

Overview

About
Maintained by Solym Manou-AbiFirst published 2025-11-031 releasesCRAN page ↗

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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Health

CRAN checks
13OK
Slowest check: 19.3 min · r-devel-linux-x86_64-fedora-clang
Check history
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-06-03
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-02
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-05-10
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 6 earlier snapshots
  • WARNING2026-05-09
    12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-04-04
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-03
    13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-28
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-03-21
    13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-03-10
    14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

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1.6K
CRAN downloads in the past year
Rank #21,725 · ~4/day · ~133/mo
MixStable
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18930 days
53490 days
1.6K1 year
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Dependencies

Declared dependencies
11 external dependencies (excludes base and recommended)
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none
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Suggests (5)
Enhances (0)
none
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Code & Tests

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People & History

People (3)
Maintainer (1)
Author, Maintainer
Authors (3)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 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
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