Package: StableEstim
Type: Package
Title: Estimate the 4 parameters of stable law using different methods
Version: 2.0
Date: 2013-11-20
Depends: R(>= 2.10.0),methods,Matrix,stats,utils,stabledist,testthat
Imports: numDeriv,xtable,fBasics,MASS
Author: Tarak Kharrat, Georgi N. Boshnakov
Maintainer: Tarak Kharrat <tarak.kharrat@manchester.ac.uk>
Description: Compute the maximum-likelihood(ML), generalised method of moment with finite and continuum number of points, the iterative Koutrouvelis regression and the Kogon-McCulloch methods to estimate the 4 parameters of stable law. The asymptotic properties of the estimator (covariance matrix, confidence intervals) are also provided.
License: GPL (>= 2)
Collate: cte.R ExternalPackageInterface.R ToolsFct.R Interpolation.R
        RegularInverse.R stableCF.R CFbasedMoment.R WeightingMatrix.R
        eCFfirstZero.R tSchemes.R MultiDimIntegral.R InitialGuess.R
        KoutParamsEstim.R MLParamsEstim.R GMMParamsEstim.R
        CgmmParamsEstim.R OutputFileManip.R CheckPoint.R BestT_Class.R
        Estim_Class.R Estim.R Simulation.R BestT.R
LazyLoad: yes
LazyData: yes
Packaged: 2014-02-24 08:51:56 UTC; tkharrat
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-02-24 11:19:02
