# Kiener Distributions and Fat Tails in Finance

## Documentation for package ‘FatTailsR’ version 1.7-5

- DESCRIPTION file.
- Package NEWS.

## Help Pages

A C D E F G H I K L M P Q R S T V X Z

FatTailsR-package | Package FatTailsR

## -- A --

acosechp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
acoshp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
acotanhp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
ad2e | Local Conversion Functions Between Kiener Distribution Parameters
ad2k | Local Conversion Functions Between Kiener Distribution Parameters
ad2w | Local Conversion Functions Between Kiener Distribution Parameters
ae2d | Local Conversion Functions Between Kiener Distribution Parameters
ae2k | Local Conversion Functions Between Kiener Distribution Parameters
ae2w | Local Conversion Functions Between Kiener Distribution Parameters
ak2d | Local Conversion Functions Between Kiener Distribution Parameters
ak2e | Local Conversion Functions Between Kiener Distribution Parameters
ak2w | Local Conversion Functions Between Kiener Distribution Parameters
asechp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
ashp | Kashp Function
asinhp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
atanhp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
aw2d | Local Conversion Functions Between Kiener Distribution Parameters
aw2e | Local Conversion Functions Between Kiener Distribution Parameters
aw2k | Local Conversion Functions Between Kiener Distribution Parameters

## -- C --

checkcoefk | Check Coefk
checkquantiles | Check Quantiles and Probabilities
ckiener1 | Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener1234 | Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener2 | Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener3 | Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener4 | Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener7 | Quantile (VaR) and Expected Shortfall Corrective Functions
cosechp | Power Hyperbolas and Power Hyperbolic Functions
coshp | Power Hyperbolas and Power Hyperbolic Functions
cotanhp | Power Hyperbolas and Power Hyperbolic Functions

## -- D --

de2a | Local Conversion Functions Between Kiener Distribution Parameters
de2k | Local Conversion Functions Between Kiener Distribution Parameters
de2w | Local Conversion Functions Between Kiener Distribution Parameters
dfData | Datasets dfData, mData, tData, xData, zData, extractData : dfData
dimdim | Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dimdim1 | Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dimdimc | Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dk2a | Local Conversion Functions Between Kiener Distribution Parameters
dk2e | Local Conversion Functions Between Kiener Distribution Parameters
dk2w | Local Conversion Functions Between Kiener Distribution Parameters
dkashp_dx | Kashp Function
dkiener1 | Symmetric Kiener Distribution K1
dkiener2 | Asymmetric Kiener Distribution K2
dkiener3 | Asymmetric Kiener Distribution K3
dkiener4 | Asymmetric Kiener Distribution K4
dkiener7 | Asymmetric Kiener Distribution K7 (K2)
dlkiener1 | Symmetric Kiener Distribution K1
dlkiener2 | Asymmetric Kiener Distribution K2
dlkiener3 | Asymmetric Kiener Distribution K3
dlkiener4 | Asymmetric Kiener Distribution K4
dlkiener7 | Asymmetric Kiener Distribution K7 (K2)
dllogishp | The Power Hyperbola Logistic Distribution
dlogishp | The Power Hyperbola Logistic Distribution
dpkiener1 | Symmetric Kiener Distribution K1
dpkiener2 | Asymmetric Kiener Distribution K2
dpkiener3 | Asymmetric Kiener Distribution K3
dpkiener4 | Asymmetric Kiener Distribution K4
dpkiener7 | Asymmetric Kiener Distribution K7 (K2)
dplogishp | The Power Hyperbola Logistic Distribution
dqkiener1 | Symmetric Kiener Distribution K1
dqkiener2 | Asymmetric Kiener Distribution K2
dqkiener3 | Asymmetric Kiener Distribution K3
dqkiener4 | Asymmetric Kiener Distribution K4
dqkiener7 | Asymmetric Kiener Distribution K7 (K2)
dqlogishp | The Power Hyperbola Logistic Distribution
dtmqkiener1 | Symmetric Kiener Distribution K1
dtmqkiener2 | Asymmetric Kiener Distribution K2
dtmqkiener3 | Asymmetric Kiener Distribution K3
dtmqkiener4 | Asymmetric Kiener Distribution K4
dtmqkiener7 | Asymmetric Kiener Distribution K7 (K2)
dw2a | Local Conversion Functions Between Kiener Distribution Parameters
dw2e | Local Conversion Functions Between Kiener Distribution Parameters
dw2k | Local Conversion Functions Between Kiener Distribution Parameters

## -- E --

ek2a | Local Conversion Functions Between Kiener Distribution Parameters
ek2d | Local Conversion Functions Between Kiener Distribution Parameters
ek2w | Local Conversion Functions Between Kiener Distribution Parameters
elevate | Elevate
elevenprobs | Eleven, Seven, Five Probabilities
eskiener1 | Symmetric Kiener Distribution K1
eskiener2 | Asymmetric Kiener Distribution K2
eskiener3 | Asymmetric Kiener Distribution K3
eskiener4 | Asymmetric Kiener Distribution K4
eskiener7 | Asymmetric Kiener Distribution K7 (K2)
eslogis | Logit and Invlogit Functions
estimkiener11 | Estimation Functions with 5, 7 or 11 Quantiles
estimkiener5 | Estimation Functions with 5, 7 or 11 Quantiles
estimkiener7 | Estimation Functions with 5, 7 or 11 Quantiles
ew2a | Local Conversion Functions Between Kiener Distribution Parameters
ew2d | Local Conversion Functions Between Kiener Distribution Parameters
ew2k | Local Conversion Functions Between Kiener Distribution Parameters
exfit0 | Parameter Subsets
exfit1 | Parameter Subsets
exfit2 | Parameter Subsets
exfit3 | Parameter Subsets
exfit4 | Parameter Subsets
exfit5 | Parameter Subsets
exfit6 | Parameter Subsets
exfit7 | Parameter Subsets
exphp | Power Hyperbolas and Power Hyperbolic Functions
extractData | Datasets dfData, mData, tData, xData, zData, extractData : extractData

## -- F --

fatreturns | Simple and Elaborated Prices to Returns
FatTailsR | Package FatTailsR
fitkienerX | Estimation and Regression Functions for Kiener Distributions
fiveprobs | Eleven, Seven, Five Probabilities

## -- G --

getDSdata | Get DS Dataset
getnamesk | Generate a list of vectors of characters from a vector of probabilities
getnprobak | Generate a list of vectors of characters from a vector of probabilities

## -- H --

hkiener1 | Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener2 | Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener3 | Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener4 | Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener7 | Quantile (VaR) and Expected Shortfall Corrective Functions

## -- I --

invkogit | The Power Hyperbola Logistic Distribution
invlogit | Logit and Invlogit Functions

## -- K --

kashp | Kashp Function
kcmoment | Moments Associated To Kiener Distribution Parameters
kd2a | Local Conversion Functions Between Kiener Distribution Parameters
kd2e | Local Conversion Functions Between Kiener Distribution Parameters
kd2w | Local Conversion Functions Between Kiener Distribution Parameters
ke2a | Local Conversion Functions Between Kiener Distribution Parameters
ke2d | Local Conversion Functions Between Kiener Distribution Parameters
ke2w | Local Conversion Functions Between Kiener Distribution Parameters
kekurtosis | Moments Associated To Kiener Distribution Parameters
kiener1 | Symmetric Kiener Distribution K1
kiener2 | Asymmetric Kiener Distribution K2
kiener3 | Asymmetric Kiener Distribution K3
kiener4 | Asymmetric Kiener Distribution K4
kiener7 | Asymmetric Kiener Distribution K7 (K2)
kkurtosis | Moments Associated To Kiener Distribution Parameters
kmean | Moments Associated To Kiener Distribution Parameters
kmoment | Moments Associated To Kiener Distribution Parameters
kmoments | Moments Associated To Kiener Distribution Parameters
kogit | The Power Hyperbola Logistic Distribution
kskewness | Moments Associated To Kiener Distribution Parameters
kstandev | Moments Associated To Kiener Distribution Parameters
kvariance | Moments Associated To Kiener Distribution Parameters
kw2a | Local Conversion Functions Between Kiener Distribution Parameters
kw2d | Local Conversion Functions Between Kiener Distribution Parameters
kw2e | Local Conversion Functions Between Kiener Distribution Parameters

## -- L --

laplacegaussnorm | Laplace-Gauss Normal Distribution Object
lkiener1 | Symmetric Kiener Distribution K1
lkiener2 | Asymmetric Kiener Distribution K2
lkiener3 | Asymmetric Kiener Distribution K3
lkiener4 | Asymmetric Kiener Distribution K4
lkiener7 | Asymmetric Kiener Distribution K7 (K2)
llogishp | The Power Hyperbola Logistic Distribution
loghp | Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
logishp | The Power Hyperbola Logistic Distribution
logit | Logit and Invlogit Functions
logreturns | Simple and Elaborated Prices to Returns
ltmkiener1 | Symmetric Kiener Distribution K1
ltmkiener2 | Asymmetric Kiener Distribution K2
ltmkiener3 | Asymmetric Kiener Distribution K3
ltmkiener4 | Asymmetric Kiener Distribution K4
ltmkiener7 | Asymmetric Kiener Distribution K7 (K2)
ltmlogis | Logit and Invlogit Functions

## -- M --

mData | Datasets dfData, mData, tData, xData, zData, extractData : mData

## -- P --

paramkienerX | Estimation and Regression Functions for Kiener Distributions
paramkienerX5 | Estimation and Regression Functions for Kiener Distributions
paramkienerX7 | Estimation and Regression Functions for Kiener Distributions
pk2pk | Global Conversion Function Between Kiener Distribution Parameters
pkiener1 | Symmetric Kiener Distribution K1
pkiener2 | Asymmetric Kiener Distribution K2
pkiener3 | Asymmetric Kiener Distribution K3
pkiener4 | Asymmetric Kiener Distribution K4
pkiener7 | Asymmetric Kiener Distribution K7 (K2)
plogishp | The Power Hyperbola Logistic Distribution
pprobs0 | Several Vectors of Probabilities
pprobs1 | Several Vectors of Probabilities
pprobs2 | Several Vectors of Probabilities
pprobs3 | Several Vectors of Probabilities
pprobs4 | Several Vectors of Probabilities
pprobs5 | Several Vectors of Probabilities
pprobs6 | Several Vectors of Probabilities
pprobs7 | Several Vectors of Probabilities
pprobs8 | Several Vectors of Probabilities
pprobs9 | Several Vectors of Probabilities

## -- Q --

qkiener1 | Symmetric Kiener Distribution K1
qkiener2 | Asymmetric Kiener Distribution K2
qkiener3 | Asymmetric Kiener Distribution K3
qkiener4 | Asymmetric Kiener Distribution K4
qkiener7 | Asymmetric Kiener Distribution K7 (K2)
qlkiener1 | Symmetric Kiener Distribution K1
qlkiener2 | Asymmetric Kiener Distribution K2
qlkiener3 | Asymmetric Kiener Distribution K3
qlkiener4 | Asymmetric Kiener Distribution K4
qlkiener7 | Asymmetric Kiener Distribution K7 (K2)
qllogishp | The Power Hyperbola Logistic Distribution
qlogishp | The Power Hyperbola Logistic Distribution

## -- R --

regkienerLX | Regression Function for Kiener Distributions
replaceNA | Simple and Elaborated Prices to Returns
rkiener1 | Symmetric Kiener Distribution K1
rkiener2 | Asymmetric Kiener Distribution K2
rkiener3 | Asymmetric Kiener Distribution K3
rkiener4 | Asymmetric Kiener Distribution K4
rkiener7 | Asymmetric Kiener Distribution K7 (K2)
rlogishp | The Power Hyperbola Logistic Distribution
roundcoefk | Round Coefk
rtmkiener1 | Symmetric Kiener Distribution K1
rtmkiener2 | Asymmetric Kiener Distribution K2
rtmkiener3 | Asymmetric Kiener Distribution K3
rtmkiener4 | Asymmetric Kiener Distribution K4
rtmkiener7 | Asymmetric Kiener Distribution K7 (K2)
rtmlogis | Logit and Invlogit Functions

## -- S --

sechp | Power Hyperbolas and Power Hyperbolic Functions
sevenprobs | Eleven, Seven, Five Probabilities
sinhp | Power Hyperbolas and Power Hyperbolic Functions

## -- T --

tanhp | Power Hyperbolas and Power Hyperbolic Functions
tData | Datasets dfData, mData, tData, xData, zData, extractData : tData

## -- V --

varkiener1 | Symmetric Kiener Distribution K1
varkiener2 | Asymmetric Kiener Distribution K2
varkiener3 | Asymmetric Kiener Distribution K3
varkiener4 | Asymmetric Kiener Distribution K4
varkiener7 | Asymmetric Kiener Distribution K7 (K2)

## -- X --

xData | Datasets dfData, mData, tData, xData, zData, extractData : xData
xmoments | Moments Associated To Kiener Distribution Parameters

## -- Z --

zData | Datasets dfData, mData, tData, xData, zData, extractData : zData