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

Documentation

Manual: stabledist.pdf
Vignette: None available.

Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>

Author(s): Diethelm Wuertz, Martin Maechler and Rmetrics core team members.

Install package and any missing dependencies by running this line in your R console:

install.packages("stabledist")

Depends R (>= 3.1.0)
Imports stats
Suggests Matrix, fBasics, FMStable, RUnit, Rmpfr, sfsmisc
Enhances
Linking to
Reverse
depends
mleur, StableEstim
Reverse
imports
copula, fBasics, GEVStableGarch, MARX, MittagLeffleR
Reverse
suggests
gmm, modeest, synlik, tweedie
Reverse
enhances
Reverse
linking to

Package stabledist
Materials
URL http://www.rmetrics.org https://r-forge.r-project.org/scm/viewvc.php/pkg/stabledist/?root=rmetrics
Task Views Distributions
Version 0.7-1
Published 2016-09-12
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks stabledist check results
Package source stabledist_0.7-1.tar.gz