Estimate the Four Parameters of Stable Laws using Different Methods
Overview
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.
- Now
RelativeErr(used in the condition to terminate the loop) inComputeITGMMParametersEstim()andComputeCueGMMParametersEstim()(called byGMMParametersEstim()whenalgo = "ITGMM"or"CueGMM") remains scalar in the second and subsequent iterations of thewhileloop. 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
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- 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
Repository
Forks over time
Issues over time
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.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2025-12-12 · The repository has a site deploy workflow
pkgdown site last built 2025-12-12
Dependencies
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.
Code & Tests
People & History
Previously maintained by Tarak Kharrat (1.0 to 2.0).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.4Latest
- RR 4.5.0 released · 2025-04-11
- 2.32024-10-24 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 2.2
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 2.12016-07-27 · diff ↗
- RR 3.3.0 released · 2016-05-03
- archivedRemoved from CRAN2016-05-02check problems were not corrected despite reminders
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
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("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.
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.