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.

Author
John P Nolan <jpnolan@american.edu>
Date of publication
2016-09-09 18:03:25
Maintainer
John P Nolan <jpnolan@american.edu>
License
GPL (>= 3)
Version
0.1.1

View on CRAN

Man pages

ecdfHT
Plot a transformed empirical cdf
ecdfHT.draw
Graph and annotate an ecdfHT plot
ecdfHT.fit
Fit heavy tailed data with a semi-parameteric model
ecdfHT.multivar
Multivariate extensions of transformed empirical cdf plot
ecdfHT-package
ecdfHT: A package to plot an empirical cdf for heavy tailed...
pecdfHT
Compute cdf, pdf, quantiles, and simulate from a fitted...

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