MixStable
Parameter Estimation for Stable Distributions and Their Mixtures
Description
Provides various functions for parameter estimation of one-dimensional stable distributions and their mixtures. It implements a diverse set of estimation methods, including quantile-based approaches, regression methods based on the empirical characteristic function (empirical, kernel, and recursive), and maximum likelihood estimation. For mixture models, it provides stochastic expectation–maximization (SEM) algorithms and Bayesian estimation methods using sampling and importance sampling to overcome the long burn-in period of Markov Chain Monte Carlo (MCMC) strategies. The package also includes tools and statistical tests for analyzing whether a dataset follows a stable distribution. Some of the implemented methods are described in Hajjaji, O., Manou-Abi, S. M., and Slaoui, Y. (2024) <doi:10.1080/02664763.2024.2434627>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 3, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 3, 2026
tests
Running ‘test_ecf.R’ [6s/9s]
Running ‘test_ecf_2.R’ [3s/4s]
Running ‘test_em.R’ [6s/8s]
Running ‘test_em_2.R’ [3s/4s]
Running ‘test_em_3.R’ [6s/8s]
Running ‘test_function.R’ [9s/10s]
Running ‘test_gibbs.R’ [54s/67s]
Running ‘test_helper
...[truncated]...
produced
Error in model.frame.default(formula = residuals1 ~ pred1, drop.unused.levels = TRUE) :
variable lengths differ (found for 'pred1')
Calls: safe_estimate ... tryCatch -> tryCatchList -> tryCatchOne -> <Anonymous>
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 20, 2026
tests
Running 'test_ecf.R' [8s]
Running 'test_ecf_2.R' [4s]
Running 'test_em.R' [8s]
Running 'test_em_2.R' [4s]
Running 'test_em_3.R' [8s]
Running 'test_function.R' [14s]
Running 'test_gibbs.R' [78s]
Running 'test_helper.R' [4s]
Running 'te
...[truncated]...
produced
Error in model.frame.default(formula = residuals1 ~ pred1, drop.unused.levels = TRUE) :
variable lengths differ (found for 'pred1')
Calls: safe_estimate ... tryCatch -> tryCatchList -> tryCatchOne -> <Anonymous>
Execution halted