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.

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ecdfHT")

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...

Functions

decdfHT Man page Source code
ecdfHT Man page Source code
ecdfHT-package Man page
ecdfHT.2d Man page Source code
ecdfHT.2d.axes Man page Source code
ecdfHT.axes Man page Source code
ecdfHT.draw Man page Source code
ecdfHT.fit Man page Source code
ecdfHT.fit.tails Man page Source code
ecdfHT.g Man page Source code
ecdfHT.h Man page Source code
ecdfHT.multivar Man page Source code
ecdfHT.multivar.transform Man page Source code
lp.norm Man page Source code
pecdfHT Man page Source code
qecdfHT Man page Source code
recdfHT Man page Source code

Files

inst
inst/doc
inst/doc/ecdfHT.pdf
NAMESPACE
R
R/ecdfHT.R
MD5
DESCRIPTION
man
man/ecdfHT.draw.Rd
man/ecdfHT.Rd
man/ecdfHT-package.Rd
man/ecdfHT.multivar.Rd
man/ecdfHT.fit.Rd
man/pecdfHT.Rd
ecdfHT documentation built on May 20, 2017, 2:05 a.m.