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tailplots  

Estimators and Plots for Gamma and Pareto Tail Detection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tailplots", "0.1.1")



Attach the package and use:
library("tailplots")
Maintained by
Bernhard Klar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-18
Latest Update: 2025-04-18
Description:
Estimators for two functionals used to detect Gamma or Pareto distributions, as well as distributions exhibiting similar tail behavior, as introduced by Iwashita and Klar (2023) <doi:10.1111/stan.12316> and Klar (2024) <doi:10.1080/00031305.2024.2413081>. One of these functionals, g, originally proposed by Asmussen and Lehtomaa (2017) <doi:10.3390/risks5010010>, distinguishes between log-convex and log-concave tail behavior. The package also includes methods for visualizing these estimators and their associated confidence intervals across various threshold values.
How to cite:
Bernhard Klar (2025). tailplots: Estimators and Plots for Gamma and Pareto Tail Detection. R package version 0.1.1, https://cran.r-project.org/web/packages/tailplots. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:11), 0.1.0 (2025-04-18 15:40)
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Complete documentation for tailplots
Functions, R codes and Examples using the tailplots R package
Full tailplots package functions and examples
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