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.

Package details

AuthorJohn P Nolan <>
MaintainerJohn P Nolan <>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the ecdfHT package in your browser

Any scripts or data that you put into this service are public.

ecdfHT documentation built on May 2, 2019, 1:09 p.m.