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finity  

Test for Finiteness of Moments in a Distribution
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]
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:
0.1.2 (2020-04-07 18:10), 0.1.3 (2020-04-09 10:40), 0.1.4.1 (2020-04-23 18:10), 0.1.4 (2020-04-17 17:50)
Other packages that cited finity R package
View finity citation profile
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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