Estimate the Four Parameters of Stable Laws using Different
Methods
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Documentation for package ‘StableEstim’ version 2.2
Help Pages
| StableEstim-package | Stable law estimation functions |
| +-method | Class '"Best_t"' |
| Best_t-class | Class '"Best_t"' |
| CgmmParametersEstim | Estimate parameters of stable laws using a Cgmm method |
| ComplexCF | Compute the characteristic function of stable laws |
| ComputeBest_t | Monte Carlo simulation to investigate the optimal number of points to use in the moment conditions |
| ComputeBest_tau | Run Monte Carlo simulation to investigate the optimal tau |
| ComputeDuration | Duration |
| ComputeFirstRootRealeCF | First root of the empirical characteristic function |
| ComputeStatObjectFromFiles | Parse an output file to create a summary object ('list') |
| ConcatFiles | Concatenates output files. |
| Estim | Estimate parameters of stable laws |
| Estim-class | Class '"Estim"' |
| Estim_Simulation | Monte Carlo simulation |
| expect_almost_equal | Test approximate equality |
| get.abMat | Default set of parameters to pass to 'Estim_Simulation' |
| get.StatFcts | Default functions used to produce the statistical summary |
| getTime_ | Read time |
| GMMParametersEstim | Estimate parameters of stable laws using a GMM method |
| IGParametersEstim | Estimate parameters of stable laws by Kogon and McCulloch methods |
| initialize-method | Class '"Best_t"' |
| initialize-method | Class '"Estim"' |
| IntegrateRandomVectorsProduct | Integral outer product of random vectors |
| jacobianComplexCF | Jacobian of the characteristic function of stable laws |
| KoutParametersEstim | Iterative Koutrouvelis regression method |
| McCullochParametersEstim | Quantile-based method |
| MLParametersEstim | Maximum likelihood (ML) method |
| PrintDuration | Print duration |
| PrintEstimatedRemainingTime | Estimated remaining time |
| RegularisedSol | Regularised Inverse |
| sampleComplexCFMoment | Complex moment condition based on the characteristic function |
| sampleRealCFMoment | Real moment condition based on the characteristic function |
| show-method | Class '"Best_t"' |
| show-method | Class '"Estim"' |
| StatFcts | Default functions used to produce the statistical summary |
| TexSummary | LaTeX summary |