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finity
View on CRAN: Click
here
Download and install finity package within the R console
Install from CRAN:
install.packages("finity")
Install from Github:
library("remotes")
install_github("cran/finity")
Install by package version:
library("remotes")
install_version("finity", "0.1.5")
Attach the package and use:
library("finity")
Maintained by
Torsten Heinrich
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-07
Latest Update: 2020-04-23
Description:
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) .
How to cite:
Torsten Heinrich (2020). finity: Test for Finiteness of Moments in a Distribution. R package version 0.1.5, https://cran.r-project.org/web/packages/finity. Accessed 28 Jan. 2025.
Previous versions and publish date:
Other packages that cited finity R package
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Other R packages that finity depends,
imports, suggests or enhances
Complete documentation for finity
Functions, R codes and Examples using
the finity R package
Some associated functions: compute_absolute_moment . finite_moment_test . finity-package . get_chisq1_percentile .
Some associated R codes: RcppExports.R . example.R . Full finity package functions and examples
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