R: Estimate the Four Parameters of Stable Laws using Different Methods

# Estimate the Four Parameters of Stable Laws using Different Methods

## Documentation for package ‘StableEstim’ version 2.4

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

StableEstim-package | Stable law estimation functions
+-method | Class '"Best_t"'
Best_t-class | Class '"Best_t"'
CgmmParametersEstim | Estimate parameters of stable laws using a Cgmm method
ComplexCF | Compute the characteristic function of stable laws
ComputeBest_t | Monte Carlo simulation to investigate the optimal number of points to use in the moment conditions
ComputeBest_tau | Run Monte Carlo simulation to investigate the optimal tau
ComputeDuration | Duration
ComputeFirstRootRealeCF | First root of the empirical characteristic function
ComputeStatObjectFromFiles | Parse an output file to create a summary object ('list')
ConcatFiles | Concatenates output files.
Estim | Estimate parameters of stable laws
Estim-class | Class '"Estim"'
Estim_Simulation | Monte Carlo simulation
expect_almost_equal | Test approximate equality
get.abMat | Default set of parameters to pass to 'Estim_Simulation'
get.StatFcts | Default functions used to produce the statistical summary
getTime_ | Read time
GMMParametersEstim | Estimate parameters of stable laws using a GMM method
IGParametersEstim | Estimate parameters of stable laws by Kogon and McCulloch methods
initialize-method | Class '"Best_t"'
initialize-method | Class '"Estim"'
IntegrateRandomVectorsProduct | Integral outer product of random vectors
jacobianComplexCF | Jacobian of the characteristic function of stable laws
KoutParametersEstim | Iterative Koutrouvelis regression method
McCullochParametersEstim | Quantile-based method
MLParametersEstim | Maximum likelihood (ML) method
PrintDuration | Print duration
PrintEstimatedRemainingTime | Estimated remaining time
RegularisedSol | Regularised Inverse
sampleComplexCFMoment | Complex moment condition based on the characteristic function
sampleRealCFMoment | Real moment condition based on the characteristic function
show-method | Class '"Best_t"'
show-method | Class '"Estim"'
StatFcts | Default functions used to produce the statistical summary
TexSummary | LaTeX summary