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.

Version: 1.8-5
Depends: R (≥ 3.1.0)
Imports: minpack.lm, timeSeries, parallel, methods, stats
Suggests: zoo, xts
Published: 2024-03-03
DOI: 10.32614/CRAN.package.FatTailsR
Author: Patrice Kiener ORCID iD [aut, cre]
Maintainer: Patrice Kiener <fattailsr at inmodelia.com>
License: GPL-2
URL: https://www.inmodelia.com/fattailsr-en.html
NeedsCompilation: no
Citation: FatTailsR citation info
Materials: NEWS
In views: Distributions, Finance
CRAN checks: FatTailsR results


Reference manual: FatTailsR.pdf


Package source: FatTailsR_1.8-5.tar.gz
Windows binaries: r-devel: FatTailsR_1.8-5.zip, r-release: FatTailsR_1.8-5.zip, r-oldrel: FatTailsR_1.8-5.zip
macOS binaries: r-release (arm64): FatTailsR_1.8-5.tgz, r-oldrel (arm64): FatTailsR_1.8-5.tgz, r-release (x86_64): FatTailsR_1.8-5.tgz, r-oldrel (x86_64): FatTailsR_1.8-5.tgz
Old sources: FatTailsR archive

Reverse dependencies:

Reverse suggests: fitteR


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