CRAN

alphastable 0.1.0

Inference for Stable Distribution

Released Jun 15, 2018 by Mahdi Teimouri

This package can be loaded by Renjin but 2 out 15 tests failed.

Dependencies

mvtnorm 1.0-8 nlme 3.1-137 stabledist 0.7-1 nnls 1.4

Developed to perform the tasks given by the following. 1-computing the probability density function and distribution function of a univariate stable distribution; 2- generating realization from univariate stable, truncated stable, multivariate elliptically contoured stable, and bivariate strictly stable distributions; 3- estimating the parameters of univariate symmetric stable, skew stable, Cauchy, multivariate elliptically contoured stable, and multivariate strictly stable distributions; 4- estimating the parameters of the mixture of symmetric stable and mixture of Cauchy distributions.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>alphastable</artifactId>
    <version>0.1.0-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:alphastable')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 27, 2018.

Source

R

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Release History