search for: stablereg

Displaying 2 results from an estimated 2 matches for "stablereg".

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2003 Mar 25
1
Help : stablereg parameter interpretation
Dear all, I am having difficulty interpreting the parameter estimates from the stablereg function. Specifically I am trying to keep things simple to start with by using stablereg to fit a normal distribution to a simulated data set from that distribution (in order to understand the way that stablereg reports parameter estimates). I cannot work out the scale on which the dispersion para...
2003 Jun 05
3
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