FatTailsR: Kiener Distributions and Fat Tails in Finance
Version 1.7-5

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.

Getting started

Package details

AuthorPatrice Kiener
Date of publication2017-05-16 19:05:13 UTC
MaintainerPatrice Kiener <fattailsr@inmodelia.com>
LicenseGPL-2
Version1.7-5
URL http://www.inmodelia.com/fattailsr-en.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("FatTailsR")

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FatTailsR documentation built on May 29, 2017, 11:06 p.m.