AIS |
AIS data |
bankruptcy |
bankruptcy data |
dssg |
Approximating the density function of skewed sub-Gaussian stable distribution. |
fitBayes |
Estimating parameters of the symmetric alpha-stable (SalphaS) distribution using Bayesian paradigm. |
fitmssg |
Computing the maximum likelihood estimator for the mixtures of skewed sub-Gaussian stable distributions using the EM algorithm. |
rpstable |
Simulating positive stable random variable. |
rssg |
Simulating skewed sub-Gaussian stable random vector. |
stoch |
Estimating the tail index of the skewed sub-Gaussian stable distribution using the stochastic EM algorithm given that other parameters are known. |