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 <jpnolan@american.edu>
MaintainerJohn P Nolan <jpnolan@american.edu>
LicenseGPL (>= 3)
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ecdfHT")

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