In case of $\mathrm{NMVM}(\alpha, \mu, g_{\xi})$ distribution with unimodal density parameter alpha in fact is equal to the mode of density. See, e.g. https://arxiv.org/abs/1106.2333. This means that we can add estimation of $\alpha$ via any sensible mode estimator. Such estimator should be incorporated in existing code base with proper naming, see issue #34
