Package: stabreg 0.1.2
Oleg Kopylov
stabreg: Linear Regression with the Stable Distribution
Efficient regression for heavy-tailed and skewed data following a stable distribution. Generalized regression where the skewness and tail parameter of residuals are dependent on regressors is also available. Includes fast calculation of stable densities. Calculation of densities is based on efficient numerical methods from Ament and O'Neil (2017) <doi:10.1007/s11222-017-9725-y>. Parts of the code have been ported to C from Ament's 'Matlab' code available at <https://gitlab.com/s_ament/qastable>.
Authors:
stabreg_0.1.2.tar.gz
stabreg_0.1.2.tar.gz(r-4.5-noble)stabreg_0.1.2.tar.gz(r-4.4-noble)
stabreg_0.1.2.tgz(r-4.4-emscripten)stabreg_0.1.2.tgz(r-4.3-emscripten)
stabreg.pdf |stabreg.html✨
stabreg/json (API)
| # Install 'stabreg' in R: |
| install.packages('stabreg', 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 5 years agofrom:3b5eec750b. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 24 2024 |
| R-4.5-linux-x86_64 | OK | Oct 24 2024 |
Exports:AIC.stabregpredict.stabregprint.stabregstable_glmstable_lmstable_mle_fitstable_pdf
Dependencies:numDeriv
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AIC.stabreg | AIC.stabreg |
| predict.stabreg | predict.stabreg |
| print.stabreg | print.stabreg |
| Generalized linear-model fitting with Stable residuals | stable_glm |
| Linear-model fitting with Stable residuals | stable_lm |
| Fit a stable distribution to a sample using maximum likelihood | stable_mle_fit |
| Compute values of a (normalized) stable density | stable_pdf |