Dedi, There is a very useful package called "stable" by Philippe Lambert and Jim Lindsey at
http://alpha.luc.ac.be/~jlindsey/rcode.html Look down that page to the "Probability functions and generalized regression models for stable distributions" identifier. And if you have not read it already, I highly recommend the paper Lambert, P. and Lindsey, J.K. (1999) Analysing financial returns using regression models based on non-symmetric stable distributions. Applied Statistics 48, 409-424. It helps out nicely with understanding the parameterization, etc. I have had good experiences using this package under Linux, but not so well under Windows. Hope that helps. Bill ---------------------------------------- Bill Pikounis, Ph.D. Biometrics Research Department Merck Research Laboratories > -----Original Message----- > From: Dedi Rosadi [mailto:[EMAIL PROTECTED] > Sent: Thursday, June 05, 2003 7:54 AM > To: [EMAIL PROTECTED] > Subject: [R] 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 > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > ------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments, cont... {{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
