libstableR

swMATH26128CRANlibstableRMaRDI QIDQ37860FDOQ37860

Fast and Accurate Evaluation, Random Number Generation and Parameter Estimation of Skew Stable Distributions

Javier Royuela Del Val, Carlos Alberola López, Federico Simmross-wattenberg

Last update: 10 August 2018

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.1, 1.0.2, 1.0

Official website: https://cran.r-project.org/web/packages/libstableR/index.html

Source code repository: https://github.com/cran/libstableR

Cited In (9)

• Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
• Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs
• STABLE
• nnls
• stabledist
• GSM
• LSD
• libstable
• alphastable

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