StableEstim overview |
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Stable law estimation functions |
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Estimation of stable laws |
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Estimate parameters of stable laws |
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Estimate parameters of stable laws using a Cgmm method |
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Estimate parameters of stable laws using a GMM method |
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Estimate parameters of stable laws by Kogon and McCulloch methods |
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Iterative Koutrouvelis regression method |
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Maximum likelihood (ML) method |
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Quantile-based method |
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Monte Carlo simulation |
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Default set of parameters to pass to |
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CF of stable distributions |
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Compute the characteristic function of stable laws |
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First root of the empirical characteristic function |
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Jacobian of the characteristic function of stable laws |
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Complex moment condition based on the characteristic function |
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Real moment condition based on the characteristic function |
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Regularisation and parameter tuning |
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Regularised Inverse |
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Integral outer product of random vectors |
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Monte Carlo simulation to investigate the optimal number of points to use in the moment conditions |
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Run Monte Carlo simulation to investigate the optimal \(\tau\) |
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Classes |
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Class |
Class |
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Summaries |
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Default functions used to produce the statistical summary |
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Default functions used to produce the statistical summary |
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LaTeX summary |
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Other |
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Test approximate equality |
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Concatenates output files. |
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Parse an output file to create a summary object ( |
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Duration |
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Read time |
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Print duration |
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Estimated remaining time |