StableEstim-package | stable law estimation functions |
+-method | Class '"Best_t"' |
Best_t-class | Class '"Best_t"' |
CgmmParametersEstim | The generalised method of moment with a continuum of moment conditions |
ComplexCF | The characteristic function of the stable law |
ComputeBest_t | Monte Carlo Simulation to investigate the optimal number of points to use in the moment conditions. |
ComputeBest_tau | Runs 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 | Main estimation function |
Estim-class | Class '"Estim"' |
Estim_Simulation | Monte Carlo Simulation |
expect_almost_equal | test approximate equality |
get.abMat | Default set of parameters to pass to the 'Estim_Simulation'. |
get.StatFcts | Default functions used to produce the statistical summmary. |
getTime_ | read time. |
GMMParametersEstim | generalised method of moment with finite number of moment conditions |
IGParametersEstim | Kogon regression method + McCulloch quantile method. |
initialize-method | Class '"Best_t"' |
initialize-method | Class '"Estim"' |
IntegrateRandomVectorsProduct | Integrate Ranndom vectors product |
jacobianComplexCF | Jacobian of the characteristic function of the stable law. |
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 summmary. |
TexSummary | LaTex summary. |