Package: FMStable 0.1-4
Daniel Wilson
FMStable: Finite Moment Stable Distributions
Some basic procedures for dealing with log maximally skew stable distributions, which are also called finite moment log stable distributions.
Authors:
FMStable_0.1-4.tar.gz
FMStable_0.1-4.tar.gz(r-4.5-noble)FMStable_0.1-4.tar.gz(r-4.4-noble)
FMStable_0.1-4.tgz(r-4.4-emscripten)FMStable_0.1-4.tgz(r-4.3-emscripten)
FMStable.pdf |FMStable.html✨
FMStable/json (API)
| # Install 'FMStable' in R: |
| install.packages('FMStable', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:7e06132057. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 31 2024 |
Exports:BSOptionValuecallFMstabledEstabledFMstablefitGivenQuantileiidcombineImpliedVollnorm.parammatchQuartilesmomentsoptionsFMstablepEstablepFMstablepFMstable.alpha0print.stableParametersputFMstableqEstableqFMstablesetMomentsFMstablesetParamtailsEstabletailsFMstabletailsGstable
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extremal or Maximally Skew Stable Distributions | dEstable Estable pEstable qEstable tailsEstable |
| Finite Moment Log Stable Distributions | dFMstable FMstable pFMstable pFMstable.alpha0 qFMstable tailsFMstable |
| General Stable Distributions | Gstable tailsGstable |
| Computations Regarding Value of Options for Log Normal Distributions | BSOptionValue ImpliedVol lnorm.param |
| Convolutions of Finite Moment Log Stable Distributions and the Moments of such Distributions | iidcombine moments |
| Values of Options over Finite Moment Log Stable Distributions | callFMstable optionsFMstable putFMstable |
| Setting up Parameters to Describe both Extremal Stable Distributions and Finite Moment Log Stable Distributions | fitGivenQuantile matchQuartiles print.stableParameters setMomentsFMstable setParam stable stableParameters |