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.
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 |
| DOI: | 10.32614/CRAN.package.finity |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=finity 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.