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.

Browse man pages Browse package API and functions Browse package files

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("FatTailsR")

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, mData, tData, xData, zData, extractData :...
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, mData, 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
mData: Datasets dfData, mData, tData, xData, zData, extractData :...
pk2pk: Global Conversion Function Between Kiener Distribution...
pprobs0: Several Vectors of Probabilities
regkienerLX: Regression Function for Kiener Distributions
roundcoefk: Round Coefk
tData: Datasets dfData, mData, tData, xData, zData, extractData :...
xData: Datasets dfData, mData, tData, xData, zData, extractData :...
zData: Datasets dfData, mData, tData, xData, zData, extractData :...

Functions

FatTailsR Man page
FatTailsR-package Man page
acosechp Man page Source code
acoshp Man page Source code
acotanhp Man page Source code
ad2e Man page Source code
ad2k Man page Source code
ad2w Man page Source code
ae2d Man page Source code
ae2k Man page Source code
ae2w Man page Source code
ak2d Man page Source code
ak2e Man page Source code
ak2w Man page Source code
asechp Man page Source code
ashp Man page Source code
asinhp Man page Source code
atanhp Man page Source code
aw2d Man page Source code
aw2e Man page Source code
aw2k Man page Source code
checkcoefk Man page Source code
checkquantiles Man page Source code
ckiener1 Man page Source code
ckiener1234 Man page
ckiener2 Man page Source code
ckiener3 Man page Source code
ckiener4 Man page Source code
ckiener7 Man page Source code
cosechp Man page Source code
coshp Man page Source code
cotanhp Man page Source code
de2a Man page Source code
de2k Man page Source code
de2w Man page Source code
dfData Man page
dimdim Man page Source code
dimdim1 Man page Source code
dimdimc Man page Source code
dk2a Man page Source code
dk2e Man page Source code
dk2w Man page Source code
dkashp_dx Man page Source code
dkiener1 Man page Source code
dkiener2 Man page Source code
dkiener3 Man page Source code
dkiener4 Man page Source code
dkiener7 Man page Source code
dlkiener1 Man page Source code
dlkiener2 Man page Source code
dlkiener3 Man page Source code
dlkiener4 Man page Source code
dlkiener7 Man page Source code
dllogishp Man page Source code
dlogishp Man page Source code
dpkiener1 Man page Source code
dpkiener2 Man page Source code
dpkiener3 Man page Source code
dpkiener4 Man page Source code
dpkiener7 Man page Source code
dplogishp Man page Source code
dqkiener1 Man page Source code
dqkiener2 Man page Source code
dqkiener3 Man page Source code
dqkiener4 Man page Source code
dqkiener7 Man page Source code
dqlogishp Man page Source code
dtmqkiener1 Man page Source code
dtmqkiener2 Man page Source code
dtmqkiener3 Man page Source code
dtmqkiener4 Man page Source code
dtmqkiener7 Man page Source code
dw2a Man page Source code
dw2e Man page Source code
dw2k Man page Source code
ek2a Man page Source code
ek2d Man page Source code
ek2w Man page Source code
elevate Man page Source code
elevenprobs Man page Source code
eskiener1 Man page Source code
eskiener2 Man page Source code
eskiener3 Man page Source code
eskiener4 Man page Source code
eskiener7 Man page Source code
eslogis Man page Source code
estimkiener11 Man page Source code
estimkiener5 Man page Source code
estimkiener7 Man page Source code
ew2a Man page Source code
ew2d Man page Source code
ew2k Man page Source code
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 Source code
extractData Man page Source code
fatreturns Man page Source code
fitkienerX Man page Source code
fiveprobs Man page Source code
getDSdata Man page Source code
getnamesk Man page Source code
getnprobak Man page Source code
hestimdelta11 Source code
hestimgamma11 Source code
hestimkappa11 Source code
hestimkappa6 Source code
hfitkX Source code
hfitkienerX Source code
hkiener1 Man page Source code
hkiener2 Man page Source code
hkiener3 Man page Source code
hkiener4 Man page Source code
hkiener7 Man page Source code
hkmoments Source code
hnbcores Source code
hparamkienerX Source code
hparamkienerX5 Source code
hparamkienerX7 Source code
hroundcoefk Source code
hxmoments Source code
invkogit Man page Source code
invlogit Man page Source code
kashp Man page Source code
kcmoment Man page Source code
kd2a Man page Source code
kd2e Man page Source code
kd2w Man page Source code
ke2a Man page Source code
ke2d Man page Source code
ke2w Man page Source code
kekurtosis Man page Source code
kiener1 Man page
kiener2 Man page
kiener3 Man page
kiener4 Man page
kiener7 Man page
kkurtosis Man page Source code
kmean Man page Source code
kmoment Man page Source code
kmoments Man page Man page Source code
kogit Man page Source code
kskewness Man page Source code
kstandev Man page Source code
kvariance Man page Source code
kw2a Man page Source code
kw2d Man page Source code
kw2e Man page Source code
laplacegaussnorm Man page Source code
lkiener1 Man page Source code
lkiener2 Man page Source code
lkiener3 Man page Source code
lkiener4 Man page Source code
lkiener7 Man page Source code
llogishp Man page Source code
loghp Man page Source code
logishp Man page
logit Man page Source code
logreturns Man page Source code
ltmkiener1 Man page Source code
ltmkiener2 Man page Source code
ltmkiener3 Man page Source code
ltmkiener4 Man page Source code
ltmkiener7 Man page Source code
ltmlogis Man page Source code
mData Man page
paramkienerX Man page Source code
paramkienerX5 Man page Source code
paramkienerX7 Man page Source code
pk2pk Man page Source code
pkiener1 Man page Source code
pkiener2 Man page Source code
pkiener3 Man page Source code
pkiener4 Man page Source code
pkiener7 Man page Source code
plogishp Man page Source code
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 Source code
qkiener2 Man page Source code
qkiener3 Man page Source code
qkiener4 Man page Source code
qkiener7 Man page Source code
qlkiener1 Man page Source code
qlkiener2 Man page Source code
qlkiener3 Man page Source code
qlkiener4 Man page Source code
qlkiener7 Man page Source code
qllogishp Man page Source code
qlogishp Man page Source code
regkienerLX Man page Source code
replaceNA Man page Source code
rkiener1 Man page Source code
rkiener2 Man page Source code
rkiener3 Man page Source code
rkiener4 Man page Source code
rkiener7 Man page Source code
rlogishp Man page Source code
roundcoefk Man page Source code
rtmkiener1 Man page Source code
rtmkiener2 Man page Source code
rtmkiener3 Man page Source code
rtmkiener4 Man page Source code
rtmkiener7 Man page Source code
rtmlogis Man page Source code
sechp Man page Source code
sevenprobs Man page Source code
sinhp Man page Source code
tData Man page
tanhp Man page Source code
varkiener1 Man page Source code
varkiener2 Man page Source code
varkiener3 Man page Source code
varkiener4 Man page Source code
varkiener7 Man page Source code
xData Man page
xmoments Man page Source code
zData Man page

Files

inst
inst/CITATION
NAMESPACE
NEWS
data
data/xData.rda
data/mData.rda
data/datalist
data/dfData.rda
data/tData.rda
data/zData.rda
R
R/k_kienerES.R
R/o_estimation2.R
R/i_kiener4.R
R/h_kiener3.R
R/a_FatTailsR-package.R
R/b_data.R
R/f_kiener1.R
R/n_estimation.R
R/d_logishp.R
R/m_laplaceroll.R
R/j_kiener7.R
R/p_regression.R
R/l_moments.R
R/g_kiener2.R
R/e_conversion.R
R/c_trigohp.R
MD5
DESCRIPTION
man
man/loghp.Rd
man/checkquantiles.Rd
man/kiener2.Rd
man/exphp.Rd
man/tData.Rd
man/kashp.Rd
man/checkcoefk.Rd
man/fitkienerX.Rd
man/estimkiener11.Rd
man/aw2k.Rd
man/kiener7.Rd
man/ckiener1234.Rd
man/logishp.Rd
man/zData.Rd
man/exfit0.Rd
man/FatTailsR.Rd
man/logit.Rd
man/fatreturns.Rd
man/laplacegaussnorm.Rd
man/pprobs0.Rd
man/kiener4.Rd
man/elevenprobs.Rd
man/roundcoefk.Rd
man/dimdim.Rd
man/getDSdata.Rd
man/extractData.Rd
man/kiener3.Rd
man/elevate.Rd
man/pk2pk.Rd
man/xData.Rd
man/mData.Rd
man/kmoments.Rd
man/getnamesk.Rd
man/regkienerLX.Rd
man/dfData.Rd
man/kiener1.Rd
FatTailsR documentation built on May 19, 2017, 9:39 p.m.