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 |