FatTailsR

Kiener Distributions and Fat Tails in Finance

CRAN Package

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.


Documentation


Team


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.

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0 downloadsFeb 23, 2025
0 downloadsFeb 24, 2025
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12 downloadsMar 1, 2025
11 downloadsMar 2, 2025
8 downloadsMar 3, 2025
13 downloadsMar 4, 2025
31 downloadsMar 5, 2025
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27 downloadsMar 15, 2025
1 downloadsMar 16, 2025
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7 downloadsMar 21, 2025
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6 downloadsMar 25, 2025
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4 downloadsMar 27, 2025
27 downloadsMar 28, 2025
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4 downloadsMar 30, 2025
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0 downloadsApr 5, 2025
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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


Binaries


Dependencies

  • Imports2 packages
  • Suggests2 packages
  • Reverse Suggests1 package