Other packages > Find by keyword >

FatTailsR  

Kiener Distributions and Fat Tails in Finance and Neuroscience
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", "2.0.0")



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: 2025-04-21
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 and Neuroscience. R package version 2.0.0, https://cran.r-project.org/web/packages/FatTailsR. Accessed 15 Jul. 2026.
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), 1.8-5 (2024-03-03 16:22), 2.0.0 (2025-04-21 23:20), (2026-07-09 08:04)
Other packages that cited FatTailsR R package
View FatTailsR citation profile
Other R packages that FatTailsR depends, imports, suggests or enhances
Complete documentation for FatTailsR
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

footBayes  
Fitting Bayesian and MLE Football Models
This is the first package allowing for the estimation, visualization and prediction of the most wel ...
Download / Learn more Package Citations See dependency  
binhf  
Haar-Fisz Functions for Binomial Data
Binomial Haar-Fisz transforms for Gaussianization as in Nunes and Nason (2009). ...
Download / Learn more Package Citations See dependency  
gamlss.add  
Extra Additive Terms for Generalized Additive Models for Location Scale and Shape
Interface for extra smooth functions including tensor products, neural networks and decision trees. ...
Download / Learn more Package Citations See dependency  
gscaLCA  
Generalized Structure Component Analysis- Latent Class Analysis & Latent Class Regression
Execute Latent Class Analysis (LCA) and Latent Class Regression (LCR) by using Generalized Structu ...
Download / Learn more Package Citations See dependency  
SECFISH  
Disaggregate Variable Costs
These functions were developed within SECFISH project (Strengthening regional cooperation in the are ...
Download / Learn more Package Citations See dependency  
pulseTD  
Identification of Transcriptional Dynamics using Pulse Models via 4su-Seq Data and RNA-Seq Data
A tool for analyzing the transcription, processing and degradation rates of genes by 4sU-seq (the Me ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA