{
  "_id": "6a4b5126a6574ff277f99782",
  "Package": "StableEstim",
  "Type": "Package",
  "Title": "Estimate the Four Parameters of Stable Laws using Different\nMethods",
  "Version": "2.4",
  "Authors@R": "c( person(given = \"Tarak\", family = \"Kharrat\",\nrole = c(\"aut\"),\nemail = \"tarak@realanalytics.co.uk\",\ncomment = c(ORCID = \"0000-0001-9399-6174\")),\nperson(given = c(\"Georgi\", \"N.\"), family = \"Boshnakov\",\nrole = c(\"aut\", \"cre\"),\nemail = \"georgi.boshnakov@manchester.ac.uk\",\ncomment = c(ORCID = \"0000-0003-2839-346X\")) )",
  "Description": "Estimate the four parameters of stable laws using maximum\nlikelihood method, generalised method of moments with finite\nand continuum number of points, iterative Koutrouvelis\nregression and Kogon-McCulloch method.  The asymptotic\nproperties of the estimators (covariance matrix, confidence\nintervals) are also provided.",
  "License": "GPL (>= 2)",
  "RdMacros": "Rdpack",
  "URL": "https://geobosh.github.io/StableEstim/ (doc),\nhttps://CRAN.R-project.org/package=StableEstim",
  "BugReports": "https://github.com/GeoBosh/StableEstim/issues",
  "Collate": "cte.R ExternalPackageInterface.R ToolsFct.R Interpolation.R\nRegularInverse.R stableCF.R CFbasedMoment.R WeightingMatrix.R\neCFfirstZero.R tSchemes.R MultiDimIntegral.R InitialGuess.R\nKoutParamsEstim.R MLParamsEstim.R GMMParamsEstim.R\nCgmmParamsEstim.R OutputFileManip.R CheckPoint.R BestT_Class.R\nEstim_Class.R Estim.R Simulation.R BestT.R",
  "Repository": "https://geobosh.r-universe.dev",
  "Date/Publication": "2025-12-09 12:27:07 UTC",
  "RemoteUrl": "https://github.com/geobosh/stableestim",
  "RemoteRef": "HEAD",
  "RemoteSha": "101163a8a371d7d9efe1757fa65aaae1db474d66",
  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-07-06 06:51:53 UTC",
    "User": "root"
  },
  "Author": "Tarak Kharrat [aut] (ORCID: <https://orcid.org/0000-0001-9399-6174>),\nGeorgi N. Boshnakov [aut, cre] (ORCID:\n<https://orcid.org/0000-0003-2839-346X>)",
  "Maintainer": "Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>",
  "_user": "geobosh",
  "_type": "src",
  "_file": "StableEstim_2.4.tar.gz",
  "_fileid": "https://r2.ropensci.org/54058b64932dcb4aa4c3594ca6d6c83a8810a0dcb438814578bb4d859eb7cac0",
  "_filesize": 397223,
  "_sha256": "54058b64932dcb4aa4c3594ca6d6c83a8810a0dcb438814578bb4d859eb7cac0",
  "_expires": "2026-10-14T06:54:28.000Z",
  "_created": "2026-07-06T06:51:53.000Z",
  "_published": "2026-07-06T06:54:29.959Z",
  "_jobs": [
    {
      "job": 85311868056,
      "time": 120,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8101691422"
    },
    {
      "job": 85311868063,
      "time": 118,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8101691046"
    },
    {
      "job": 85311868075,
      "time": 91,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8101687186"
    },
    {
      "job": 85311868130,
      "time": 99,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8101689515"
    },
    {
      "job": 85311506393,
      "time": 158,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8101659060"
    },
    {
      "job": 85311868036,
      "time": 99,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "8101685919"
    },
    {
      "job": 85311868077,
      "time": 82,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "8101681598"
    },
    {
      "job": 85311868086,
      "time": 84,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "8101682709"
    },
    {
      "job": 85311868084,
      "time": 76,
      "config": "windows-release",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "8101680452"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123",
  "_status": "success",
  "_upstream": "https://github.com/geobosh/stableestim",
  "_commit": {
    "id": "101163a8a371d7d9efe1757fa65aaae1db474d66",
    "author": "Georgi Boshnakov <georgi.boshnakov@gmail.com>",
    "committer": "Georgi Boshnakov <georgi.boshnakov@gmail.com>",
    "message": "finalise v2.4\n",
    "time": 1765283227
  },
  "_maintainer": {
    "name": "Georgi N. Boshnakov",
    "email": "georgi.boshnakov@manchester.ac.uk",
    "orcid": "0000-0003-2839-346X"
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 2.10.0",
      "role": "Depends"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "graphics",
      "role": "Imports"
    },
    {
      "package": "numDeriv",
      "role": "Imports"
    },
    {
      "package": "fBasics",
      "role": "Imports"
    },
    {
      "package": "MASS",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "stabledist",
      "role": "Imports"
    },
    {
      "package": "Rdpack",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 1.0.0",
      "role": "Suggests"
    },
    {
      "package": "xtable",
      "role": "Suggests"
    }
  ],
  "_owner": "geobosh",
  "_selfowned": true,
  "_usedby": 2,
  "_updates": [
    {
      "week": "2025-45",
      "n": 1
    },
    {
      "week": "2025-50",
      "n": 3
    }
  ],
  "_tags": [],
  "_topics": [
    "characteristic-functions",
    "estimation",
    "simulation",
    "stable-distribution"
  ],
  "_stars": 0,
  "_contributors": [
    {
      "user": "geobosh",
      "count": 16,
      "uuid": 22681858
    }
  ],
  "_userbio": {
    "uuid": 22681858,
    "type": "user",
    "name": "Georgi N. Boshnakov",
    "followers": 20
  },
  "_downloads": {
    "count": 522,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/StableEstim"
  },
  "_devurl": "https://github.com/geobosh/stableestim",
  "_pkgdown": "https://geobosh.github.io/StableEstim/",
  "_searchresults": 21,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "extra/StableEstim.html",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/geobosh/stableestim",
  "_realowner": "geobosh",
  "_cranurl": true,
  "_releases": [
    {
      "version": "1.0",
      "date": "2014-01-22"
    },
    {
      "version": "2.0",
      "date": "2014-02-24"
    },
    {
      "version": "2.1",
      "date": "2016-07-26"
    },
    {
      "version": "2.2",
      "date": "2022-08-07"
    },
    {
      "version": "2.3",
      "date": "2024-10-24"
    },
    {
      "version": "2.4",
      "date": "2025-12-11"
    }
  ],
  "_exports": [
    "CgmmParametersEstim",
    "ComplexCF",
    "ComputeBest_t",
    "ComputeBest_tau",
    "ComputeDuration",
    "ComputeFirstRootRealeCF",
    "ComputeStatObjectFromFiles",
    "ConcatFiles",
    "Estim",
    "Estim_Simulation",
    "expect_almost_equal",
    "get.abMat",
    "get.StatFcts",
    "getTime_",
    "GMMParametersEstim",
    "IGParametersEstim",
    "initialize",
    "IntegrateRandomVectorsProduct",
    "jacobianComplexCF",
    "KoutParametersEstim",
    "McCullochParametersEstim",
    "MLParametersEstim",
    "PrintDuration",
    "PrintEstimatedRemainingTime",
    "RegularisedSol",
    "rstable",
    "sampleComplexCFMoment",
    "sampleRealCFMoment",
    "show",
    "TexSummary"
  ],
  "_help": [
    {
      "page": "StableEstim-package",
      "title": "Stable law estimation functions",
      "topics": [
        "StableEstim-package"
      ]
    },
    {
      "page": "Best_t-class",
      "title": "Class '\"Best_t\"'",
      "topics": [
        "+,Best_t,Best_t-method",
        "Best_t-class",
        "initialize,Best_t-method",
        "show,Best_t-method"
      ]
    },
    {
      "page": "CgmmParamsEstim",
      "title": "Estimate parameters of stable laws using a Cgmm method",
      "topics": [
        "CgmmParametersEstim"
      ]
    },
    {
      "page": "ComplexCF",
      "title": "Compute the characteristic function of stable laws",
      "topics": [
        "ComplexCF"
      ]
    },
    {
      "page": "ComputeBest_t",
      "title": "Monte Carlo simulation to investigate the optimal number of points to use in the moment conditions",
      "topics": [
        "ComputeBest_t"
      ]
    },
    {
      "page": "ComputeBest_tau",
      "title": "Run Monte Carlo simulation to investigate the optimal tau",
      "topics": [
        "ComputeBest_tau"
      ]
    },
    {
      "page": "ComputeDuration",
      "title": "Duration",
      "topics": [
        "ComputeDuration"
      ]
    },
    {
      "page": "ComputeFirstRootRealeCF",
      "title": "First root of the empirical characteristic function",
      "topics": [
        "ComputeFirstRootRealeCF"
      ]
    },
    {
      "page": "ComputeStatObjectFromFiles",
      "title": "Parse an output file to create a summary object ('list')",
      "topics": [
        "ComputeStatObjectFromFiles"
      ]
    },
    {
      "page": "ConcatFiles",
      "title": "Concatenates output files.",
      "topics": [
        "ConcatFiles"
      ]
    },
    {
      "page": "Estim",
      "title": "Estimate parameters of stable laws",
      "topics": [
        "Estim"
      ]
    },
    {
      "page": "Estim_Simulation",
      "title": "Monte Carlo simulation",
      "topics": [
        "Estim_Simulation"
      ]
    },
    {
      "page": "Estim-class",
      "title": "Class '\"Estim\"'",
      "topics": [
        "Estim-class",
        "initialize,Estim-method",
        "show,Estim-method"
      ]
    },
    {
      "page": "expect_almost_equal",
      "title": "Test approximate equality",
      "topics": [
        "expect_almost_equal"
      ]
    },
    {
      "page": "get.abMat",
      "title": "Default set of parameters to pass to 'Estim_Simulation'",
      "topics": [
        "get.abMat"
      ]
    },
    {
      "page": "get.StatFcts",
      "title": "Default functions used to produce the statistical summary",
      "topics": [
        "get.StatFcts"
      ]
    },
    {
      "page": "getTime_",
      "title": "Read time",
      "topics": [
        "getTime_"
      ]
    },
    {
      "page": "GMMParametersEstim",
      "title": "Estimate parameters of stable laws using a GMM method",
      "topics": [
        "GMMParametersEstim"
      ]
    },
    {
      "page": "IGParametersEstim",
      "title": "Estimate parameters of stable laws by Kogon and McCulloch methods",
      "topics": [
        "IGParametersEstim"
      ]
    },
    {
      "page": "IntegrateRandomVectorsProduct",
      "title": "Integral outer product of random vectors",
      "topics": [
        "IntegrateRandomVectorsProduct"
      ]
    },
    {
      "page": "jacobianComplexCF",
      "title": "Jacobian of the characteristic function of stable laws",
      "topics": [
        "jacobianComplexCF"
      ]
    },
    {
      "page": "KoutParamsEstim",
      "title": "Iterative Koutrouvelis regression method",
      "topics": [
        "KoutParametersEstim"
      ]
    },
    {
      "page": "McCullochParametersEstim",
      "title": "Quantile-based method",
      "topics": [
        "McCullochParametersEstim"
      ]
    },
    {
      "page": "MLParametersEstim",
      "title": "Maximum likelihood (ML) method",
      "topics": [
        "MLParametersEstim"
      ]
    },
    {
      "page": "PrintDuration",
      "title": "Print duration",
      "topics": [
        "PrintDuration"
      ]
    },
    {
      "page": "PrintEstimatedRemainingTime",
      "title": "Estimated remaining time",
      "topics": [
        "PrintEstimatedRemainingTime"
      ]
    },
    {
      "page": "RegularisedSol",
      "title": "Regularised Inverse",
      "topics": [
        "RegularisedSol"
      ]
    },
    {
      "page": "sampleComplexCFMoment",
      "title": "Complex moment condition based on the characteristic function",
      "topics": [
        "sampleComplexCFMoment"
      ]
    },
    {
      "page": "sampleRealCFMoment",
      "title": "Real moment condition based on the characteristic function",
      "topics": [
        "sampleRealCFMoment"
      ]
    },
    {
      "page": "StatFcts",
      "title": "Default functions used to produce the statistical summary",
      "topics": [
        "StatFcts"
      ]
    },
    {
      "page": "TexSummary",
      "title": "LaTeX summary",
      "topics": [
        "TexSummary"
      ]
    }
  ],
  "_readme": "https://github.com/geobosh/stableestim/raw/HEAD/README.md",
  "_rundeps": [
    "fBasics",
    "gss",
    "MASS",
    "numDeriv",
    "rbibutils",
    "Rdpack",
    "spatial",
    "stabledist",
    "timeDate",
    "timeSeries"
  ],
  "_score": 4.100370545117563,
  "_indexed": true,
  "_nocasepkg": "stableestim",
  "_universes": [
    "geobosh"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "2.4",
      "date": "2026-07-06T06:53:55.000Z",
      "distro": "resolute",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/35f5f4ed378cd352a79bf893c78914ff1dfea5ff124fde41feb54f39aafe58a9",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "2.4",
      "date": "2026-07-06T06:53:54.000Z",
      "distro": "resolute",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/2baf9a03f6239c32c160a0aafd8e11e266a91a8b792c23763633be2a7479fc30",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "2.4",
      "date": "2026-07-06T06:53:43.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/de9d01bd3260854f0c584c4add579abce57dcc38b5b6acadf363b5052d5af1ef",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "2.4",
      "date": "2026-07-06T06:53:51.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/263d3853cc2f324d419e9ba828fcd602b01bed6c76b15f82a7b6560f41ed5cfb",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "2.4",
      "date": "2026-07-06T06:53:51.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/8cc3ce06d52f4e5ed39476a10991079de9ff97b3bc68ee09b8dc61413c7a1a89",
      "status": "success",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "2.4",
      "date": "2026-07-06T06:53:08.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/0d0f478dd552a884cb982c26c923866292b0125468a6950b5a9e3ff153088596",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "2.4",
      "date": "2026-07-06T06:53:15.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/1a7215a10edc7f6e9b1cabc63258c5187e236d052076c3936f33ddb210850c1a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "2.4",
      "date": "2026-07-06T06:53:07.000Z",
      "commit": "101163a8a371d7d9efe1757fa65aaae1db474d66",
      "fileid": "https://r2.ropensci.org/3ed53a07490080b4216164240f83563b8ae4d0020df4df18fe8dfc0acaca191e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/geobosh/actions/runs/28773267123"
    }
  ]
}