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FatTailsR  

Kiener Distributions and Fat Tails in Finance
View on CRAN: Click here


Download and install FatTailsR package within the R console
Install from CRAN:
install.packages("FatTailsR")

Install from Github:
library("remotes")
install_github("cran/FatTailsR")

Install by package version:
library("remotes")
install_version("FatTailsR", "1.8-5")



Attach the package and use:
library("FatTailsR")
Maintained by
Patrice Kiener
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-07-14
Latest Update: 2024-03-03
Description:
Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in market finance, neuroscience and other disciplines. Two algorithms to estimate with a high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas and power hyperbolic functions.
How to cite:
Patrice Kiener (2014). FatTailsR: Kiener Distributions and Fat Tails in Finance. R package version 1.8-5, https://cran.r-project.org/web/packages/FatTailsR. Accessed 06 Nov. 2024.
Previous versions and publish date:
1.0-3 (2014-07-14 23:24), 1.2-0 (2015-06-18 13:59), 1.2-3 (2015-07-08 16:28), 1.4-1 (2015-10-26 00:56), 1.5-0 (2015-11-08 08:40), 1.6-0 (2016-02-20 21:17), 1.7-0 (2016-05-15 14:43), 1.7-5 (2017-05-16 21:05), 1.8-0 (2021-03-12 10:00)
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