R Under development (unstable) (2025-10-07 r88904 ucrt) -- "Unsuffered Consequences"
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> # Clean environment and load libraries
> rm(list = ls())  # Clear environment to avoid conflicts
> 
> # Source files
> library(MixStable)

Attaching package: 'MixStable'

The following object is masked from 'package:graphics':

    clip

> 
> # 📊 Generate synthetic data using explicit package reference
> X <- stabledist::rstable(1200, alpha = 1.2, beta = 0.5, gamma = 1, delta = 3, pm = 1)
> u_vals <- seq(0.1, 1, length.out = 10)
> 
> # Add some diagnostic information
> cat("Data summary:\n")
Data summary:
> cat("Length:", length(X), "\n")
Length: 1200 
> cat("Range:", range(X), "\n")
Range: -107.2666 84.8947 
> cat("Mean:", mean(X), "SD:", sd(X), "\n")
Mean: 2.307474 SD: 7.512991 
> cat("u_vals:", u_vals, "\n\n")
u_vals: 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 

> 
> # 🧮 Estimate parameters with error handling
> safe_estimate <- function(func, data, u, name) {
+   cat("Running", name, "...\n")
+   result <- tryCatch({
+     func(data, u)
+   }, error = function(e) {
+     cat("Error in", name, ":", e$message, "\n")
+     return(NULL)
+   }, warning = function(w) {
+     cat("Warning in", name, ":", w$message, "\n")
+     suppressWarnings(func(data, u))
+   })
+   return(result)
+ }
> 
> # Run estimations with error handling
> result_CDF <- safe_estimate(CDF, X, u_vals, "CDF")
Running CDF ...
> result_ecf_regression <- safe_estimate(ecf_regression, X, u_vals, "ECF Regression")
Running ECF Regression ...
> result_robust_ecf_regression <- safe_estimate(robust_ecf_regression, X, u_vals, "Robust ECF Regression")
Running Robust ECF Regression ...
> result_fit_stable_ecf <- safe_estimate(fit_stable_ecf, X, u_vals, "Fit Stable ECF")
Running Fit Stable ECF ...
> result_ecf <- safe_estimate(estimate_stable_recursive_ecf, X, u_vals, "Recursive ECF")
Running Recursive ECF ...
> result_kernel <- safe_estimate(estimate_stable_kernel_ecf, X, u_vals, "Kernel ECF")
Running Kernel ECF ...
> result_weighted <- safe_estimate(estimate_stable_weighted_ols, X, u_vals, "Weighted OLS")
Running Weighted OLS ...
> result_cdf_ <- safe_estimate(estimate_stable_from_cdf, X, u_vals, "CDF-based")
Running CDF-based ...
> 
> # 📋 Display results
> display_result <- function(result, name) {
+   cat("\n=== ", name, " Results ===\n")
+   if (is.null(result)) {
+     cat("Failed to compute\n")
+   } else {
+     print(result)
+   }
+ }
> 
> display_result(result_CDF, "CDF")

===  CDF  Results ===
$alpha
[1] 1.203984

$beta
[1] 0.5138119

$gamma
(Intercept) 
  0.9761938 

$delta
[1] 1.414859

> display_result(result_ecf_regression, "ECF Regression")

===  ECF Regression  Results ===
$alpha
[1] 1.252024

$beta
[1] 0.5152877

$gamma
[1] 1.019098

$delta
[1] 1.424009

> display_result(result_robust_ecf_regression, "Robust ECF Regression")

===  Robust ECF Regression  Results ===
$alpha
[1] 1.276817

$beta
[1] 0.5253516

$gamma
[1] 1.015998

$delta
[1] 1.424405

> display_result(result_fit_stable_ecf, "Fit Stable ECF")

===  Fit Stable ECF  Results ===
$alpha
[1] 1.252024

$beta
[1] 0.5152877

$gamma
[1] 1.019098

$delta
[1] 1.424009

> display_result(result_ecf, "Recursive ECF")

===  Recursive ECF  Results ===
$alpha
[1] 1.1337

$beta
[1] 0.5118998

$gamma
[1] 0.9652437

$delta
[1] 1.406919

> display_result(result_kernel, "Kernel ECF")

===  Kernel ECF  Results ===
$alpha
[1] 1.156146

$beta
[1] 0.4944459

$gamma
[1] 0.9676924

$delta
[1] 1.412266

> display_result(result_weighted, "Weighted OLS")

===  Weighted OLS  Results ===
$alpha
[1] 1.1337

$beta
[1] 0.5296545

$gamma
[1] 0.9652437

$delta
[1] 1.405639

> display_result(result_cdf_, "CDF-based")

===  CDF-based  Results ===
$alpha
[1] 1.203984

$beta
[1] -1

$gamma
[1] 0.9761938

$delta
[1] 1.417174

> 
> # Compare with true parameters
> cat("\n=== True Parameters ===\n")

=== True Parameters ===
> cat("alpha: 1.2, beta: 0.5, gamma: 1, delta: 3\n")
alpha: 1.2, beta: 0.5, gamma: 1, delta: 3
> 
> proc.time()
   user  system elapsed 
  10.14    1.21   11.34