ecdfHT: Empirical CDF for Heavy Tailed Data
Version 0.1.1

Computes and plots a transformed empirical CDF (ecdf) as a diagnostic for heavy tailed data, specifically data with power law decay on the tails. Routines for annotating the plot, comparing data to a model, fitting a nonparametric model, and some multivariate extensions are given.

Package details

AuthorJohn P Nolan <[email protected]>
Date of publication2016-09-09 18:03:25
MaintainerJohn P Nolan <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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ecdfHT documentation built on May 30, 2017, 4:21 a.m.