Timeline for Estimating the parameters of a sum of a Gaussian and an $\alpha$-stable random variable
Current License: CC BY-SA 3.0
3 events
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Jun 20, 2012 at 22:31 | comment | added | jbowman | @Procrastinator - thanks. At this point, though, I think my answer is more of a curiosity than anything useful! Maybe there's some way to make it run 100x faster, but I'm not well versed in the "fast R" stuff. | |
Jun 20, 2012 at 22:29 | comment | added | user10525 | +1 For the implementation of the direct method. I think my implementation would be slower if $N$ is increased but I did not check how slower. | |
Jun 20, 2012 at 21:36 | history | answered | jbowman | CC BY-SA 3.0 |