ecdfHT: Empirical CDF for Heavy Tailed Data

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.

AuthorJohn P Nolan <jpnolan@american.edu>
Date of publication2016-09-09 18:03:25
MaintainerJohn P Nolan <jpnolan@american.edu>
LicenseGPL (>= 3)
Version0.1.1

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Files in this package

ecdfHT
ecdfHT/inst
ecdfHT/inst/doc
ecdfHT/inst/doc/ecdfHT.pdf
ecdfHT/NAMESPACE
ecdfHT/R
ecdfHT/R/ecdfHT.R
ecdfHT/MD5
ecdfHT/DESCRIPTION
ecdfHT/man
ecdfHT/man/ecdfHT.draw.Rd ecdfHT/man/ecdfHT.Rd ecdfHT/man/ecdfHT-package.Rd ecdfHT/man/ecdfHT.multivar.Rd ecdfHT/man/ecdfHT.fit.Rd ecdfHT/man/pecdfHT.Rd

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