ckatom/ltmps: MPS estimation for left-truncated heavy-tailed data
An estimation method that improves the applicability of Maximum Product of Spacings(MPS) in left-truncated data. Details of this method were described in Giuricich & Burnecki(2019), Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing[J]. Physica A: Statistical Mechanics and Its Applications, 2019, 525: 498-513.
Getting started
Browse package contents
Package details |
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| Author | Ning Ma[ning.ma@ruc.edu.cn] Kan Chen[chenkan618@ruc.edu.cn] |
| Maintainer | |
| License | usethis::use_mit_license(copyright_holder = NULL) |
| Version | 1.0.0.0000 |
| URL | https://github.com/ckatom/ltmps |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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