[R] estimation stable distribution parameters

[Dedi Rosadi]

Hi,
This just repetition of my mail, so please apologize me if you receive it 
twice.

I am wondering whether anyone of you already implemented in R or S+  the 
methods of estimation the parameters of stable distribution (especially the 
iid case). If there is, i will be happy to get the copy of the codes.

Some R-users referred me to the package stable (thanks M. Maechler and B. 
Pikounis), but i think it does not give the answer to my question. Probably 
i can use function stablereg in the package, but after read the explanation 
of the function, i am totally confused with the result reported. Simply 
applying what they shown in the example in the help for this function, for 
example check for the line after

#Stable model with loc(ation)=loc.h(b0+b1*day)

i got  result of skewness estimate as  -2.05  which is an incorrect thing 
(? i am not sure, probably my interpretation is wrong)

It looks like they implemented the method of estimation for regression 
model based on approximate / conditional maximum likelihood (I didn't check 
their codes yet, and also until now i can not get the referred paper).  I 
intended to see the accuracy of the other estimation procedures e.g. the 
method of quantile's of McCulloch or the method based on ECF. Some 
colleagues referring me to Xplore, where Weron has implement the methods 
using the languange Xplore, however it is inaccessible for public.

Please let me know if any body has any clues to my question. Otherwise, i 
have to start writing my own codes

Regards
Dedi t