Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in market finance, neuroscience and other disciplines. Two algorithms to estimate with a high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas and power hyperbolic functions.
| Version: | 1.7-5 |
| Depends: | R (≥ 3.1.0) |
| Imports: | minpack.lm, timeSeries, parallel, methods, stats |
| Suggests: | zoo, xts |
| Published: | 2017-05-16 |
| Author: | Patrice Kiener |
| Maintainer: | Patrice Kiener <fattailsr at inmodelia.com> |
| License: | GPL-2 |
| URL: | http://www.inmodelia.com/fattailsr-en.html |
| NeedsCompilation: | no |
| Citation: | FatTailsR citation info |
| Materials: | NEWS |
| In views: | Distributions, Finance |
| CRAN checks: | FatTailsR results |
| Reference manual: | FatTailsR.pdf |
| Package source: | FatTailsR_1.7-5.tar.gz |
| Windows binaries: | r-devel: FatTailsR_1.7-5.zip, r-release: FatTailsR_1.7-5.zip, r-oldrel: FatTailsR_1.7-5.zip |
| macOS binaries: | r-release: FatTailsR_1.7-5.tgz, r-oldrel: FatTailsR_1.7-5.tgz |
| Old sources: | FatTailsR archive |
| Reverse suggests: | fitteR |
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