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The purpose of this package is to tests whether a given moment of the distribution of a given sample is finite or not. For heavy-tailed distributions with tail exponent b, only moments of order smaller than b are finite. Tail exponent and heavy- tailedness are notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016) <doi:10.1016/j.jeconom.2015.08.006>.
| Version: | 0.1.5 |
| Imports: | Rcpp (≥ 1.0.3), stabledist (≥ 0.7) |
| LinkingTo: | Rcpp, RcppArmadillo, BH |
| Published: | 2023-12-20 |
| Author: | Torsten Heinrich [aut, cre], Julian Winkler [aut] |
| Maintainer: | Torsten Heinrich <torsten.heinrich at posteo.net> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | finity results |
| Reference manual: | finity.pdf |
| Package source: | finity_0.1.5.tar.gz |
| Windows binaries: | r-devel: finity_0.1.5.zip, r-release: finity_0.1.5.zip, r-oldrel: finity_0.1.5.zip |
| macOS binaries: | r-release (arm64): finity_0.1.5.tgz, r-oldrel (arm64): finity_0.1.5.tgz, r-release (x86_64): finity_0.1.5.tgz, r-oldrel (x86_64): finity_0.1.5.tgz |
| Old sources: | finity archive |
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