Dedi, There is a very useful package called "stable" by Philippe Lambert and Jim Lindsey at http://alpha.luc.ac.be/~jlindsey/rcode.html Look down that page to the "Probability functions and generalized regression models for stable distributions" identifier. And if you have not read it already, I highly recommend the paper Lambert, P. and Lindsey, J.K. (1999) Analysing financial returns using regression models based on non-symmetric stable distributions. Applied Statistics 48, 409-424. It helps out nicely with understanding the parameterization, etc. I have had good experiences using this package under Linux, but not so well under Windows. Hope that helps. Bill ---------------------------------------- Bill Pikounis, Ph.D. Biometrics Research Department Merck Research Laboratories
-----Original Message----- From: Dedi Rosadi [mailto:drosadi at server.eos.tuwien.ac.at] Sent: Thursday, June 05, 2003 7:54 AM To: r-help at stat.math.ethz.ch Subject: [R] estimation stable distribution parameters Hi, I am wondering whether anyone of you already implemented in R or S+ the methods of estimation the parameters of stable distribution. If there is, i will be happy to get the copy of the codes. Regards Dedi
______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
------------------------------------------------------------------------------
Notice: This e-mail message, together with any attachments, cont... {{dropped}}