Various estimation methods for the shape parameter of Pareto distributed data. This package contains functions for various estimation methods such as maximum likelihood (Newman, 2005)<doi:10.1016/j.cities.2012.03.001>, Hill's estimator (Hill, 1975)<doi:10.1214/aos/1176343247>, least squares (Zaher et al., 2014)<doi:10.9734/BJMCS/2014/10890>, method of moments (Rytgaard, 1990)<doi:10.2143/AST.20.2.2005443>, percentiles (Bhatti et al., 2018)<doi:10.1371/journal.pone.0196456>, and weighted least squares (Nair et al., 2019) to estimate the shape parameter of Pareto distributed data. It also provides both a heuristic method (Hubert et al., 2013)<doi:10.1016/j.csda.2012.07.011> and a goodness of fit test (Gulati and Shapiro, 2008)<doi:10.1007/978-0-8176-4619-6> for testing for Pareto data as well as a method for generating Pareto distributed data.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | plotly |
| Published: | 2019-04-02 |
| Author: | Ranjiva Munasinghe [aut], Pathum Kossinna [cre, aut], Dovini Jayasinghe [aut], Dilanka Wijeratne [aut] |
| Maintainer: | Pathum Kossinna <pathum at mindlanka.org> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| In views: | ExtremeValue |
| CRAN checks: | ptsuite results |
| Reference manual: | ptsuite.pdf |
| Vignettes: |
ptsuite for Pareto Data |
| Package source: | ptsuite_1.0.0.tar.gz |
| Windows binaries: | r-devel: ptsuite_1.0.0.zip, r-release: ptsuite_1.0.0.zip, r-oldrel: ptsuite_1.0.0.zip |
| macOS binaries: | r-release: ptsuite_1.0.0.tgz, r-oldrel: ptsuite_1.0.0.tgz |
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