Provides various functions for parameter estimation of one-dimensional stable distributions and their mixtures, including quantile-based approaches, regression methods, and maximum likelihood estimation. Mixture models use stochastic EM and Bayesian methods with MCMC.
Python package for simulating, estimating, and visualizing alpha-stable mixture distributions. Designed for statisticians, data scientists, and researchers handling heavy-tailed or skewed data.
Estimation of mixture of longitudinal factor analysis models using iterative EM algorithm, with visualization and interpretation tools for model parameters.
Two methods to estimate 'mu', 'sigma', and 'tau' of an ex-Gaussian distribution: Quantile Maximization Likelihood Estimation (QMLE) and Bayesian. QMLE allows three algorithms: neldermead, fminsearch, nlminb.