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StableEstim

2.4Package record

Estimate the Four Parameters of Stable Laws using Different Methods

2packages depend
7.7Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Estimate the four parameters of stable laws using maximum likelihood method, generalised method of moments with finite and continuum number of points, iterative Koutrouvelis regression and Kogon-McCulloch method. The asymptotic properties of the estimators (covariance matrix, confidence intervals) are also provided.

Changes in 2.4
  • Now RelativeErr (used in the condition to terminate the loop) in ComputeITGMMParametersEstim()and ComputeCueGMMParametersEstim() (called by GMMParametersEstim() when algo = "ITGMM" or "CueGMM") remains scalar in the second and subsequent iterations of the while loop. Previously it was becoming a vector from the second iteration on, throwing an error or giving warning in recent versions of R. Thanks to Cedric Juessen who reported and diagnosed it. (fixes #1)
  • moved some dependencies from Imports to Suggests. Removed Matrix from the list of dependencies, as it is not used (in recent versions?).
  • several other changes, not visible to the user.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 1.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.4
READMEYes · 210 wordsVignettesNoNEWSYes · 100% structured · mentions 2.4Citation fileNoWebsiteYes · pkgdown
Help pages
32 (1 internal)includes a package overview page
Examples that run
100%18 run in a plain check
Exported functions with examples
64%
Documented parameters
98%
Return-value docs
89%
Help pages citing references
31% with a bibliography file

Downloads

7.7K
CRAN downloads in the past year
Rank #8,238 · ~21/day · ~646/mo
Daily download trend is not available in this view yet.
46530 days
1.1K90 days
7.7K1 year
Compare downloads with other packages →
Also on111 r2u4 autocran42 c2d4u

Repository

0Stars
0Forks
1Open issues
0Open PRs
0Releases
24Commits
2Commit identities
rstable-distributioncharacteristic-functionsestimationsimulationr-package
24 commits · Last activity 2025-12-09
Responsiveness
not measured

Forks over time

2022-12-30 · 12026-08-17 · 0
PracticesBeta

5 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/geobosh/stableestim on 2026-10-18.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)
pkgdown

GitHub Pages site last deployed 2025-12-12 · The repository has a site deploy workflow

pkgdown site last built 2025-12-12

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing StableEstim adds 8 packages (3 with compiled code, 4.7 MB of source tarballs). Heaviest: timeSeries 1.4 MB, rbibutils 1.1 MB, fBasics 917 KB.

Depends (1)
R >= 2.10.0
Imports (9)
statsutilsgraphicsnumDerivfBasicsMASSmethodsstabledistRdpack
LinkingTo (0)
none
Suggests (2)
Enhances (0)
none
Reverse dependencies
2direct
0indirect
Imports 2
Depends, Imports or LinkingTo, most downloaded first

People & History

People (2)
Author, Maintainer since 2.1 (2016)

Previously maintained by Tarak Kharrat (1.0 to 2.0).

Listed in earlier versions (1)
Boshnakov
no longer listed · 2.2 to 2.4
Releases (6)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 2.4Latest
    record
    2025-12-09 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 2.3
    record
    2024-10-24 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 2.2
    record
    2022-08-07 · diff ↗ ·
    added 1 export
    rstable
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 2.1
    record
    2016-07-27 · diff ↗
  • R
    R 3.3.0 released · 2016-05-03
  • archivedRemoved from CRAN
    2016-05-02
    check problems were not corrected despite reminders
Show 5 earlier eventsHide 5 earlier events
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
  • 2.0
    record
    2014-02-24 · diff ↗
  • 1.0
    record
    2014-01-22
  • R
    R 3.0.0 released · 2013-04-03

Package metadata

First published
2014-01-22
Total releases
6 / 12 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 2.10.0
Download size
90 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("StableEstim")
Boshnakov, G. N., & Kharrat, T. (2025). StableEstim: Estimate the Four Parameters of Stable Laws using Different Methods (Version 2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.StableEstim

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for StableEstim version 2.4 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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