Estimators and Algorithms for Heavy-Tailed Distributions
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Documentation for package ‘heavytails’ version 0.2.0
Help Pages
| doublebootstrap | Double Bootstrap algorithm |
| dpareto | Pareto Density |
| hill_estimator | Hill Estimator |
| hill_plot | Hill Plot |
| ks_gof | Goodness-of-Fit Test for the Pareto Distribution |
| ks_xmin | Estimate the Power-Law Lower Bound via KS Minimization |
| lr_test_pareto | Likelihood Ratio Test: Pareto vs. Alternative Distributions |
| mle_pareto | Parametric MLE for the Pareto Distribution |
| moments_estimator | Moments Estimator |
| moments_plot | Moments Estimator Plot |
| pareto_cdf | Pareto CDF |
| pickands_estimator | Pickands Estimator |
| pickands_plot | Pickands Estimator Plot |
| plfit | Power-law fit (PLFIT) Algorithm |
| pot_estimator | Peaks-over-threshold (POT) Estimator |
| qq_pareto | Pareto QQ Plot |
| rank_plot | Rank Plot (Log-Log CCDF) |
| rpareto | Generate Pareto Random Variates |
| wls_pareto | Weighted Least Squares Estimator for the Pareto Tail Index |