Package: stabreg
Type: Package
Title: Linear Regression with the Stable Distribution
Version: 0.1.2
Authors@R: c(person("Oleg Kopylov", role = c("aut", "cre"), email = "okopy@protonmail.com"), person("Sebastian Ament", role = "ctb"))
Maintainer: Oleg Kopylov <okopy@protonmail.com>
Description: 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>.
Encoding: UTF-8
LazyData: true
License: GPL-3
NeedsCompilation: yes
Imports: numDeriv
Packaged: 2019-06-05 17:21:06 UTC; oleg
Author: Oleg Kopylov [aut, cre],
  Sebastian Ament [ctb]
Repository: CRAN
Date/Publication: 2019-06-06 14:20:03 UTC
Built: R 4.0.2; x86_64-apple-darwin17.0; 2020-07-15 20:30:29 UTC; unix
Archs: stabreg.so.dSYM
