Implements the estimators and algorithms described in Chapters 8 and 9 of the book "The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation" by Nair et al. (2022, ISBN:9781009053730). These include the Hill estimator, Moments estimator, Pickands estimator, Peaks-over-Threshold (POT) method, Power-law fit, and the Double Bootstrap algorithm.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-12-01 |
| DOI: | 10.32614/CRAN.package.heavytails |
| Author: | Farid Rohan [aut, cre] |
| Maintainer: | Farid Rohan <frohan at ur.rochester.edu> |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/0diraf/heavytails |
| NeedsCompilation: | no |
| CRAN checks: | heavytails results |
| Reference manual: | heavytails.html ,heavytails.pdf |
| Package source: | heavytails_0.1.1.tar.gz |
| Windows binaries: | r-devel:heavytails_0.1.1.zip, r-release:heavytails_0.1.1.zip, r-oldrel:heavytails_0.1.1.zip |
| macOS binaries: | r-release (arm64):heavytails_0.1.1.tgz, r-oldrel (arm64):heavytails_0.1.1.tgz, r-release (x86_64):heavytails_0.1.1.tgz, r-oldrel (x86_64):heavytails_0.1.1.tgz |
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