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The package also provides functions to compute\ncharacteristic functions and tools to run Monte Carlo simulations.\n\nThe main functions of package `StableEstim` are briefly described below:\n\n\n* main function: `Estim()` estimates the parameters by various\n  methods. Also gives the associated asymptotic properties of the\n  estimators.\n\n* estimation functions for specific methods: these functions are called by `Estim()` but can be used directly, as well. The methods provided so far are:\n\n  - the maximum-likelihood (`MLParametersEstim()`),\n\n  - the generalised method of moments with a finite (`GMMParametersEstim()`)\n    or continuum moment conditions (`CgmmParametersEstim()`),\n\n  - the iterative Koutrouvelis regression method\n    (`KoutParametersEstim()`),\n\n  - the fast Kogon-McCulloch method used for first guess estimation\n    (`IGParametersEstim`).\n      \n* characteristic function: the characteristic function (`ComplexCF()`)\n  and its Jacobian (`jacobianComplexCF()`) can be computed and will\n  return a vector (respectively a matrix) of complex numbers.\n\n* Monte Carlo simulation: a tool to run a Monte Carlo simulation\n  (`Estim_Simulation()`) is provided and can save output files and/or\n  produce statistical summary.\n\n\n\nThe package is developed by Tarak Kharrat and Georgi N.Boshnakov.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fgeobosh%2Fstableestim","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fgeobosh%2Fstableestim","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fgeobosh%2Fstableestim/lists"}