Package: StableEstim
Type: Package
Title: Estimate the 4 parameters of stable law using different methods
Version: 1.0
Date: 2013-11-20
Depends: R(>= 2.10.0),methods,Matrix,stats,utils,stabledist,testthat
Imports: numDeriv,xtable,fBasics,akima,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: ACM
License_is_FOSS: no
License_restricts_use: yes
Collate: cte.R ExternalPackageInterface.R ToolsFct.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: 2014-01-22 15:39:11 UTC; tkharrat
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-01-22 22:24:59
