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 |