FatTailsR: Power Hyperbolic Functions and Kiener Distributions

A set of functions to manipulate power hyperbolas, power hyperbolic functions and Kiener distributions of type I, II, III and IV which exhibit left and right fat tails like those that occur in financial markets. These distributions can be used to estimate with a high accuracy market risks and value-at-risk.

Version: 1.0-3
Depends: R (≥ 3.1.0)
Imports: minpack.lm
Suggests: timeSeries, timeDate
Published: 2014-07-14
Author: Patrice Kiener
Maintainer: Patrice Kiener <fattailsr at inmodelia.com>
License: GPL-2
URL: http://www.inmodelia.com/fattailsr-en.html
NeedsCompilation: no
In views: Distributions
CRAN checks: FatTailsR results


Reference manual: FatTailsR.pdf
Package source: FatTailsR_1.0-3.tar.gz
Windows binaries: r-devel: FatTailsR_1.0-3.zip, r-release: FatTailsR_1.0-3.zip, r-oldrel: not available
OS X Snow Leopard binaries: r-release: FatTailsR_1.0-3.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: FatTailsR_1.0-3.tgz