ptsuite: Tail Index Estimation for Power Law Distributions
Various estimation methods for the shape parameter of Pareto
distributed data. This package contains functions for various estimation
methods such as maximum likelihood
(Newman, 2005)<doi:10.1016/j.cities.2012.03.001>,
Hill's estimator (Hill, 1975)<doi:10.1214/aos/1176343247>,
least squares (Zaher et al., 2014)<doi:10.9734/BJMCS/2014/10890>,
method of moments (Rytgaard, 1990)<doi:10.2143/AST.20.2.2005443>,
percentiles (Bhatti et al., 2018)<doi:10.1371/journal.pone.0196456>,
and weighted least squares (Nair et al., 2019) to estimate the shape
parameter of Pareto distributed data. It also provides both a heuristic
method (Hubert et al., 2013)<doi:10.1016/j.csda.2012.07.011> and a
goodness of fit test
(Gulati and Shapiro, 2008)<doi:10.1007/978-0-8176-4619-6> for testing for
Pareto data as well as a method for generating Pareto distributed data.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
plotly |
| Published: |
2019-04-02 |
| Author: |
Ranjiva Munasinghe [aut],
Pathum Kossinna [cre, aut],
Dovini Jayasinghe [aut],
Dilanka Wijeratne [aut] |
| Maintainer: |
Pathum Kossinna <pathum at mindlanka.org> |
| License: |
GPL-3 |
| NeedsCompilation: |
yes |
| In views: |
ExtremeValue |
| CRAN checks: |
ptsuite results |
Documentation:
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