FatTailsR
Kiener Distributions and Fat Tails in Finance
Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in market finance, neuroscience and other disciplines. Two algorithms to estimate with a high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas and power hyperbolic functions.
- Version1.8-5
- R version≥ 3.1.0
- LicenseGPL-2
- Needs compilation?No
- FatTailsR citation info
- Last release03/03/2024
Documentation
Team
Patrice Kiener
Insights
Last 30 days
This package has been downloaded 307 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 4,758 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 53 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
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Dependencies
- Imports2 packages
- Suggests2 packages
- Reverse Suggests1 package