alphastable: An R Package for Modelling Multivariate Stable and Mixture of Symmetric Stable Distributions
Mahdi Teimouri,
Mahdi Torshizi,
Adel Mohammadpour
et al.
Abstract:The family of stable distributions received extensive applications in many fields of studies since it incorporates both the skewness and heavy tails. In this paper, we introduce a package written in the R language called alphastable. The alphastable performs a variety of tasks including: 1-generating random numbers from univariate, truncated, and multivariate stable distributions. 2-computing the probability density function of univariate and multivariate elliptically contoured stable distributions, 3-computin… Show more
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