I want to use Monte Carlo simulation to generate random samples of (alpha-)stable distributed data. In particular, I aim to use the function Estim_Simulation() of the StableEstim package. This function takes a 2xn matrix with the "true" values of the parameters alpha and beta as an argument, setting gamma=1 and delta=0 by default. However, I estimate all four parameters from real data and want to run the simulations based on those estimates. Does anyone know how to do this?
Thanks in advance!
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