FatTailsR: Kiener Distributions and Fat Tails in Finance

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.

AuthorPatrice Kiener
Date of publication2016-05-15 14:43:27
MaintainerPatrice Kiener <fattailsr@inmodelia.com>
LicenseGPL-2
Version1.7-0
http://www.inmodelia.com/fattailsr-en.html

View on CRAN

Man pages

aw2k: Local Conversion Functions Between Kiener Distribution...

checkcoefk: Check Coefk

checkquantiles: Check Quantiles and Probabilities

ckiener1234: Quantile (VaR) and Expected Shortfall Corrective Functions

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

dimdim: Length and Dimensions of Vector, Matrix, Array, Data.Frame,...

elevate: Elevate

elevenprobs: Eleven, Seven, Five Probabilities

estimkiener11: Estimation Functions with 5, 7 or 11 Quantiles

exfit0: Parameter Subsets

exphp: Power Hyperbolas and Power Hyperbolic Functions

extractData: Datasets dfData, tData, xData, zData, extractData :...

fatreturns: Simple and Elaborated Prices to Returns

FatTailsR: Package FatTailsR

fitkienerX: Estimation and Regression Functions for Kiener Distributions

getDSdata: Get DS Dataset

getnamesk: Generate a list of vectors of characters from a vector of...

kashp: Kashp Function

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)

kmoments: Moments Associated To Kiener Distribution Parameters

laplacegaussnorm: Laplace-Gauss Normal Distribution Object

loghp: Inverse Power Hyperbolas and Inverse Power Hyperbolic...

logishp: The Power Hyperbola Logistic Distribution

logit: Logit and Invlogit Functions

pk2pk: Global Conversion Function Between Kiener Distribution...

pprobs0: Several Vectors of Probabilities

regkienerLX: Regression Function for Kiener Distributions

roundcoefk: Round Coefk

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

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

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

Functions

acosechp Man page
acoshp Man page
acotanhp Man page
ad2e Man page
ad2k Man page
ad2w Man page
ae2d Man page
ae2k Man page
ae2w Man page
ak2d Man page
ak2e Man page
ak2w Man page
asechp Man page
ashp Man page
asinhp Man page
atanhp Man page
aw2d Man page
aw2e Man page
aw2k Man page
checkcoefk Man page
checkquantiles Man page
ckiener1 Man page
ckiener1234 Man page
ckiener2 Man page
ckiener3 Man page
ckiener4 Man page
ckiener7 Man page
cosechp Man page
coshp Man page
cotanhp Man page
de2a Man page
de2k Man page
de2w Man page
dfData Man page
dimdim Man page
dimdim1 Man page
dimdimc Man page
dk2a Man page
dk2e Man page
dk2w Man page
dkashp_dx Man page
dkiener1 Man page
dkiener2 Man page
dkiener3 Man page
dkiener4 Man page
dkiener7 Man page
dlkiener1 Man page
dlkiener2 Man page
dlkiener3 Man page
dlkiener4 Man page
dlkiener7 Man page
dllogishp Man page
dlogishp Man page
dpkiener1 Man page
dpkiener2 Man page
dpkiener3 Man page
dpkiener4 Man page
dpkiener7 Man page
dplogishp Man page
dqkiener1 Man page
dqkiener2 Man page
dqkiener3 Man page
dqkiener4 Man page
dqkiener7 Man page
dqlogishp Man page
dtmqkiener1 Man page
dtmqkiener2 Man page
dtmqkiener3 Man page
dtmqkiener4 Man page
dtmqkiener7 Man page
dw2a Man page
dw2e Man page
dw2k Man page
ek2a Man page
ek2d Man page
ek2w Man page
elevate Man page
elevenprobs Man page
eskiener1 Man page
eskiener2 Man page
eskiener3 Man page
eskiener4 Man page
eskiener7 Man page
eslogis Man page
estimkiener11 Man page
estimkiener5 Man page
estimkiener7 Man page
ew2a Man page
ew2d Man page
ew2k Man page
exfit0 Man page
exfit1 Man page
exfit2 Man page
exfit3 Man page
exfit4 Man page
exfit5 Man page
exfit6 Man page
exfit7 Man page
exphp Man page
extractData Man page
fatreturns Man page
FatTailsR Man page
FatTailsR-package Man page
fitkienerX Man page
fiveprobs Man page
getDSdata Man page
getnamesk Man page
getnprobak Man page
hkiener1 Man page
hkiener2 Man page
hkiener3 Man page
hkiener4 Man page
hkiener7 Man page
invkogit Man page
invlogit Man page
kashp Man page
kcmoment Man page
kd2a Man page
kd2e Man page
kd2w Man page
ke2a Man page
ke2d Man page
ke2w Man page
kekurtosis Man page
kiener1 Man page
kiener2 Man page
kiener3 Man page
kiener4 Man page
kiener7 Man page
kkurtosis Man page
kmean Man page
kmoment Man page
kmoments Man page
kogit Man page
kskewness Man page
kstandev Man page
kvariance Man page
kw2a Man page
kw2d Man page
kw2e Man page
laplacegaussnorm Man page
lkiener1 Man page
lkiener2 Man page
lkiener3 Man page
lkiener4 Man page
lkiener7 Man page
llogishp Man page
loghp Man page
logishp Man page
logit Man page
logreturns Man page
ltmkiener1 Man page
ltmkiener2 Man page
ltmkiener3 Man page
ltmkiener4 Man page
ltmkiener7 Man page
ltmlogis Man page
paramkienerX Man page
paramkienerX5 Man page
paramkienerX7 Man page
pk2pk Man page
pkiener1 Man page
pkiener2 Man page
pkiener3 Man page
pkiener4 Man page
pkiener7 Man page
plogishp Man page
pprobs0 Man page
pprobs1 Man page
pprobs2 Man page
pprobs3 Man page
pprobs4 Man page
pprobs5 Man page
pprobs6 Man page
pprobs7 Man page
pprobs8 Man page
pprobs9 Man page
qkiener1 Man page
qkiener2 Man page
qkiener3 Man page
qkiener4 Man page
qkiener7 Man page
qlkiener1 Man page
qlkiener2 Man page
qlkiener3 Man page
qlkiener4 Man page
qlkiener7 Man page
qllogishp Man page
qlogishp Man page
regkienerLX Man page
replaceNA Man page
rkiener1 Man page
rkiener2 Man page
rkiener3 Man page
rkiener4 Man page
rkiener7 Man page
rlogishp Man page
roundcoefk Man page
rtmkiener1 Man page
rtmkiener2 Man page
rtmkiener3 Man page
rtmkiener4 Man page
rtmkiener7 Man page
rtmlogis Man page
sechp Man page
sevenprobs Man page
sinhp Man page
tanhp Man page
tData Man page
varkiener1 Man page
varkiener2 Man page
varkiener3 Man page
varkiener4 Man page
varkiener7 Man page
xData Man page
xmoments Man page
zData Man page

Files

FatTailsR
FatTailsR/inst
FatTailsR/inst/CITATION
FatTailsR/NAMESPACE
FatTailsR/NEWS
FatTailsR/data
FatTailsR/data/xData.rda
FatTailsR/data/datalist
FatTailsR/data/dfData.rda
FatTailsR/data/tData.rda
FatTailsR/data/zData.rda
FatTailsR/R
FatTailsR/R/k_kienerES.R FatTailsR/R/o_estimation2.R FatTailsR/R/i_kiener4.R FatTailsR/R/h_kiener3.R FatTailsR/R/a_FatTailsR-package.R FatTailsR/R/b_data.R FatTailsR/R/f_kiener1.R FatTailsR/R/n_estimation.R FatTailsR/R/d_logishp.R FatTailsR/R/m_laplaceroll.R FatTailsR/R/j_kiener7.R FatTailsR/R/p_regression.R FatTailsR/R/l_moments.R FatTailsR/R/g_kiener2.R FatTailsR/R/e_conversion.R FatTailsR/R/c_trigohp.R
FatTailsR/MD5
FatTailsR/DESCRIPTION
FatTailsR/man
FatTailsR/man/loghp.Rd FatTailsR/man/checkquantiles.Rd FatTailsR/man/kiener2.Rd FatTailsR/man/exphp.Rd FatTailsR/man/tData.Rd FatTailsR/man/kashp.Rd FatTailsR/man/checkcoefk.Rd FatTailsR/man/fitkienerX.Rd FatTailsR/man/estimkiener11.Rd FatTailsR/man/aw2k.Rd FatTailsR/man/kiener7.Rd FatTailsR/man/ckiener1234.Rd FatTailsR/man/logishp.Rd FatTailsR/man/zData.Rd FatTailsR/man/exfit0.Rd FatTailsR/man/FatTailsR.Rd FatTailsR/man/logit.Rd FatTailsR/man/fatreturns.Rd FatTailsR/man/laplacegaussnorm.Rd FatTailsR/man/pprobs0.Rd FatTailsR/man/kiener4.Rd FatTailsR/man/elevenprobs.Rd FatTailsR/man/roundcoefk.Rd FatTailsR/man/dimdim.Rd FatTailsR/man/getDSdata.Rd FatTailsR/man/extractData.Rd FatTailsR/man/kiener3.Rd FatTailsR/man/elevate.Rd FatTailsR/man/pk2pk.Rd FatTailsR/man/xData.Rd FatTailsR/man/kmoments.Rd FatTailsR/man/getnamesk.Rd FatTailsR/man/regkienerLX.Rd FatTailsR/man/dfData.Rd FatTailsR/man/kiener1.Rd

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