StableEstim
2.4Estimate the Four Parameters of Stable Laws using Different Methods
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Overview
About
Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.
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13OK
Slowest check: 1.5 min · r-oldrel-windows-x86_64
Check history
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Repository
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rstable-distributioncharacteristic-functionsestimationsimulationr-package
24 commits · Last activity 2025-12-12
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Upstream repositoryBeta
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/geobosh/stableestim on 2026-07-19.
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Dependencies
Declared dependencies
6 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.10.0
Imports (9)
statsutilsgraphicsnumDerivfBasicsMASSmethodsstabledistRdpack
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none
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none
Code & Tests
People & History
People (2)
Maintainer (1)
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Authors (2)
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Author
Listed in earlier versions (1)
no longer listed · 2.2 to 2.4
Package Timeline
6 releases. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 2.4Latest
- RR 4.5.0 released · 2025-04-11
- 2.32024-10-24 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 2.22022-08-07 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 2.12016-07-27 · diff ↗
- RR 3.3.0 released · 2016-05-03
- archivedRemoved from CRAN2016-05-02check problems were not corrected despite reminders
Show 5 earlier events
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 2.02014-02-24 · diff ↗
- 1.02014-01-22
- RR 3.0.0 released · 2013-04-03
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Package metadata
- First published
- 2014-01-22
- Total releases
- 6 / 12 yrs
- License
- GPL (>= 2) OSI
- Download size
- 90 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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