stabledist

MaRDI QIDQ31230swMATHCRANFDO

Authors Martin Maechler, Diethelm Wuertz

Last update 17 August 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.7-1, PACKAGES.rds, 0.6-4, 0.6-5, 0.6-6, 0.7-0, 0.7-2

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

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

Description

Density, Probability and Quantile functions, and random number generation for (skew) stable distributions, using the parametrizations of Nolan.

Cited in

(37)

• mvpd
• MittagLeffleR
• naspaclust
• finity
• dstabledist
• Fast goodness-of-fit tests based on the characteristic function
• fBasics
• STABLE
• Trend and fractality assessment of Mexico's stock exchange
• Tweedie
• Fractional Erlang queues
• RMetrics
• GSM
• modeest
• Nonparametric Gaussian inference for stable processes
• nnls
• Fast parallel \(\alpha \)-stable distribution function evaluation and parameter estimation using OpenCL in GPGPUs
• LSD
• dvfBm
• copula
• StableEstim
• A numerical study of small parameter behavior of some families of distributions
• libstable
• A framework for analyzing the robustness of movement models to variable step discretization
• R0
• kedd
• fgof
• alphastable
• libstableR
• A Bayesian approach for estimating the parameters of an α-stable distribution
• Practical rules for summing the series of the Tweedie probability density function with high-precision arithmetic
• TempStable
• GenHMM1d
• MixStable
• rsurv
• mixbox
• rlfsm

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