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ptsuite  

Tail Index Estimation for Power Law Distributions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("ptsuite", "1.0.0")



Attach the package and use:
library("ptsuite")
Maintained by
Pathum Kossinna
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-04-02
Latest Update: 2023-08-27
Description:
Various estimation methods for the shape parameter of Paretodistributed data. This package contains functions for various estimationmethods such as maximum likelihoodNewman 2005doi10.1016j.cities.2012.03.001Hills estimator Hill 1975doi10.1214aos1176343247least squares Zaher et al. 2014doi10.9734BJMCS201410890method of moments Rytgaard 1990doi10.2143AST.20.2.2005443percentiles Bhatti et al. 2018doi10.1371journal.pone.0196456and weighted least squares Nair et al. 2019 to estimate the shapeparameter of Pareto distributed data. It also provides both a heuristicmethod Hubert et al. 2013doi10.1016j.csda.2012.07.011 and agoodness of fit testGulati and Shapiro 2008doi10.1007978-0-8176-4619-6 for testing forPareto data as well as a method for generating Pareto distributed data.
How to cite:
Pathum Kossinna (2019). ptsuite: Tail Index Estimation for Power Law Distributions. R package version 1.0.0, https://cran.r-project.org/web/packages/ptsuite. Accessed 11 Apr. 2025.
Previous versions and publish date:
1.0.0 (2019-04-02 17:10)
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