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FatTailsR
View on CRAN: Click
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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]
[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 21 Nov. 2024.
Previous versions and publish date:
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Other R packages that FatTailsR depends,
imports, suggests or enhances
Complete documentation for FatTailsR
Functions, R codes and Examples using
the FatTailsR R package
Some associated functions: FatTailsR . aw2k . checkcoefk . checkquantiles . ckiener1234 . dfData . dimdim . elevate . elevenprobs . estimkiener11 . exfit0 . exphp . extractData . fatreturns . fitkienerX . getDSdata . getnamesk . kashp . kiener1 . kiener2 . kiener3 . kiener4 . kiener7 . kmoments . laplacegaussnorm . loghp . logishp . logit . mData . pk2pk . pprobs0 . regkienerLX . roundcoefk . tData . xData . zData .
Some associated R codes: a_FatTailsR-package.R . b_data.R . c_trigohp.R . d_logishp.R . e_conversion.R . f_kiener1.R . g_kiener2.R . h_kiener3.R . i_kiener4.R . j_kiener7.R . k_kienerES.R . l_moments.R . m_laplaceroll.R . n_estimation.R . o_estimation2.R . p_regression.R . Full FatTailsR package functions and examples
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