dragonking: dragonking: Statistical tools for identifying dragon kings
In dragonking: Statistical Tools to Identify Dragon Kings
Description
This package provide statistical methods to identify events in a
dataset that are dragon kings (DKs). The statistical methods in this
package were reviewed in: Wheatley S, Sornette D (2015). Multiple
outlier detection in samples with exponential & pareto tails: Redeeming
the inward approach & detecting dragon kings. Swiss Finance Institute
Research Paper Series No. 15-28.
dragonking documentation built on May 2, 2019, 4:21 a.m.
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Description
This package provide statistical methods to identify events in a dataset that are dragon kings (DKs). The statistical methods in this package were reviewed in: Wheatley S, Sornette D (2015). Multiple outlier detection in samples with exponential & pareto tails: Redeeming the inward approach & detecting dragon kings. Swiss Finance Institute Research Paper Series No. 15-28.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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