[R] looking for tools adapted to alpha-stable varariables

This is a difficult task. If Xand Yare bivariate normal then the regression E[Y|X] is linear. If they are bivariate alpha stable the regression is non linear. Have a look at the material on multivariate alph stable distributions in Uchaikin and Zolotarev (1999), Chance and Stability, VSP. There a

[R] looking for tools adapted to alpha-stable varariables

Hello ! I'm already using "fBasics" to generate alpha-stable variables or compute their density or distribution function but do you know where I could find .R tools for computing the correlation and fit a regression between two alpha-stable variables ? Thanks in advance ! Kind regards, Pascal