R: Estimators and Algorithms for Heavy-Tailed Distributions

# Estimators and Algorithms for Heavy-Tailed Distributions

## Documentation for package ‘heavytails’ version 0.2.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

doublebootstrap | Double Bootstrap algorithm
dpareto | Pareto Density
hill_estimator | Hill Estimator
hill_plot | Hill Plot
ks_gof | Goodness-of-Fit Test for the Pareto Distribution
ks_xmin | Estimate the Power-Law Lower Bound via KS Minimization
lr_test_pareto | Likelihood Ratio Test: Pareto vs. Alternative Distributions
mle_pareto | Parametric MLE for the Pareto Distribution
moments_estimator | Moments Estimator
moments_plot | Moments Estimator Plot
pareto_cdf | Pareto CDF
pickands_estimator | Pickands Estimator
pickands_plot | Pickands Estimator Plot
plfit | Power-law fit (PLFIT) Algorithm
pot_estimator | Peaks-over-threshold (POT) Estimator
qq_pareto | Pareto QQ Plot
rank_plot | Rank Plot (Log-Log CCDF)
rpareto | Generate Pareto Random Variates
wls_pareto | Weighted Least Squares Estimator for the Pareto Tail Index