Estimate the 4 parameters of stable law using different methods
Compute the maximum-likelihood(ML), generalised method of moment with finite and continuum number of points, the iterative Koutrouvelis regression and the Kogon-McCulloch methods to estimate the 4 parameters of stable law. The asymptotic properties of the estimator (covariance matrix, confidence intervals) are also provided.
cte.R ExternalPackageInterface.R ToolsFct.R RegularInverse.R
stableCF.R CFbasedMoment.R WeightingMatrix.R eCFfirstZero.R
tSchemes.R MultiDimIntegral.R InitialGuess.R KoutParamsEstim.R
MLParamsEstim.R GMMParamsEstim.R CgmmParamsEstim.R
OutputFileManip.R CheckPoint.R BestT_Class.R Estim_Class.R
Estim.R Simulation.R BestT.R

cte.R ExternalPackageInterface.R ToolsFct.R Interpolation.R
RegularInverse.R stableCF.R CFbasedMoment.R WeightingMatrix.R
eCFfirstZero.R tSchemes.R MultiDimIntegral.R InitialGuess.R
KoutParamsEstim.R MLParamsEstim.R GMMParamsEstim.R
CgmmParamsEstim.R OutputFileManip.R CheckPoint.R BestT_Class.R
Estim_Class.R Estim.R Simulation.R BestT.R

Estimate the Four Parameters of Stable Laws using Different
Methods
Estimate the four parameters of stable laws using maximum
likelihood method, generalised method of moments with
finite and continuum number of points, iterative
Koutrouvelis regression and Kogon-McCulloch method.  The
asymptotic properties of the estimators (covariance
matrix, confidence intervals) are also provided.

stats, utils, graphics, numDeriv, xtable, fBasics, MASS,
methods, Matrix, stabledist, testthat, Rdpack
c( person(given = "Tarak", family = "Kharrat",
role = c("aut"),
email = "Tarak.Kharrat@liverpool.ac.uk"),
person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("aut", "cre"),
email = "georgi.boshnakov@manchester.ac.uk") )

Stylized concatenation of data.frames or ffdfs
Mike Malecki <mike.malecki at yougov.com>
Stacks rectangular datasets on top of each other, possibly
performing several type coercions along the way. For large
datasets, optionally use the ff package. Provides an aggressive
version of ffbase::compact for data that may appear be
real-typed but is in fact int/short/byte. For many purposes
plyr::rbind.fill may be more appropriate, but for some kinds of
survey data, the rules here work better.
'compact.R' 'ffstack.R' 'stack.R' 'util.R' 'vectorIntegrate.R'