MixStable
Parameter Estimation for Stable Distributions and Their Mixtures
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | MixStable_0.1.0.tar.gz |
450.2 KiB |
0.1.0 |
rolling linux/noble R-4.5 | MixStable_0.1.0.tar.gz |
449.6 KiB |
0.1.0 |
rolling source/ R- | MixStable_0.1.0.tar.gz |
107.2 KiB |
0.1.0 |
latest linux/jammy R-4.5 | MixStable_0.1.0.tar.gz |
450.2 KiB |
0.1.0 |
latest linux/noble R-4.5 | MixStable_0.1.0.tar.gz |
449.6 KiB |
0.1.0 |
latest source/ R- | MixStable_0.1.0.tar.gz |
107.2 KiB |
0.1.0 |
2026-04-26 source/ R- | MixStable_0.1.0.tar.gz |
107.2 KiB |
0.1.0 |
2026-04-23 source/ R- | MixStable_0.1.0.tar.gz |
107.2 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | MixStable_0.1.0.zip |
453.0 KiB |