I have just uploaded the package "stable-0.1.tgz" to the contrib
section
of CRAN.
It enables to compute the density ('dstable'), the distribution
('pstable'), the quantile ('qstable') and the hazard
('hstable')
functions of a stable variate.
'stable.mode' computes the mode of a stable distribution.
The procedure 'stableglm' also enables to fit generalized linear models
for the parameters of a stable distribution interactively.
This package was used to produce the results published in the paper
Lambert, P. and Lindsey, J.K. (1998) 'Generalized regression models
for heavy-tailed processes based on non-symmetric stable
distributions: a likelihood approach. (To appear in Applied Statistics)'
Note that 'rstable' is not a miracle of computation.
Implementing the Chambers, Mallows and Stuck (JASA 71: 340-44)
algorithm would certainly be preferable for 'rstable'.
Bug reports and suggestions are of course welcome.
Philippe Lambert
--
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Philippe Lambert Tel: (+32)-4-3663091
Universite de Liege Fax: (+32)-4-3663120
Faculte d'Economie, de Gestion et de Sciences Sociales
Sart-Tilman B31, B-4000 Liege
Belgium email: plambert at ulg.ac.be
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