dragonking: Statistical Tools to Identify Dragon Kings

Statistical tests and test statistics to identify events in a dataset that are dragon kings (DKs). The statistical methods in this package were reviewed in Wheatley & Sornette (2015) <doi:10.2139/ssrn.2645709>.

Getting started

Package details

AuthorRaoul Wadhwa [aut, cre], Christian Kelley [aut], Daniel Qin [aut], Osaulenko Viacheslav [aut], Judit Szente [aut], Peter Erdi [aut]
MaintainerRaoul Wadhwa <raoulwadhwa@gmail.com>
URL https://github.com/rrrlw/dragonking
Package repositoryView on CRAN
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dragonking documentation built on May 2, 2019, 4:21 a.m.