The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in finance, neuroscience and other disciplines. Two algorithms to estimate the distribution parameters, quantiles, value-at-risk and expected shortfall. IMPORTANT: Standardization has been changed in versions >= 2.0.0 to get sd = 1 when kappa = Inf rather than 2*pi/sqrt(3) in versions <= 1.8.6. This affects parameter g (other parameters stay unchanged). Do not update if you need consistent comparisons with previous results for the g parameter.
Version: | 2.0.0 |
Depends: | R (≥ 4.1.0) |
Imports: | minpack.lm, timeSeries, parallel, methods, stats |
Suggests: | zoo, xts |
Published: | 2025-04-21 |
DOI: | 10.32614/CRAN.package.FatTailsR |
Author: | Patrice Kiener |
Maintainer: | Patrice Kiener <fattailsr at inmodelia.com> |
License: | GPL-2 |
URL: | https://www.inmodelia.com/fattailsr-en.html |
NeedsCompilation: | no |
Citation: | FatTailsR citation info |
Materials: | NEWS |
In views: | Distributions, Finance |
CRAN checks: | FatTailsR results |
Reference manual: | FatTailsR.pdf |
Package source: | FatTailsR_2.0.0.tar.gz |
Windows binaries: | r-devel: FatTailsR_2.0.0.zip, r-release: FatTailsR_2.0.0.zip, r-oldrel: FatTailsR_2.0.0.zip |
macOS binaries: | r-release (arm64): FatTailsR_2.0.0.tgz, r-oldrel (arm64): FatTailsR_2.0.0.tgz, r-release (x86_64): FatTailsR_2.0.0.tgz, r-oldrel (x86_64): FatTailsR_2.0.0.tgz |
Old sources: | FatTailsR archive |
Reverse suggests: | fitteR |
Please use the canonical form https://CRAN.R-project.org/package=FatTailsR to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.