finity
Test for Finiteness of Moments in a Distribution
The purpose of this package is to tests whether a given moment of the distribution of a given sample is finite or not. For heavy-tailed distributions with tail exponent b, only moments of order smaller than b are finite. Tail exponent and heavy- tailedness are notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016) <doi:10.1016/j.jeconom.2015.08.006>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.5 |
rolling linux/jammy R-4.5 | finity_0.1.5.tar.gz |
94.5 KiB |
0.1.5 |
rolling linux/noble R-4.5 | finity_0.1.5.tar.gz |
96.7 KiB |
0.1.5 |
rolling source/ R- | finity_0.1.5.tar.gz |
15.1 KiB |
0.1.5 |
latest linux/jammy R-4.5 | finity_0.1.5.tar.gz |
94.5 KiB |
0.1.5 |
latest linux/noble R-4.5 | finity_0.1.5.tar.gz |
96.7 KiB |
0.1.5 |
latest source/ R- | finity_0.1.5.tar.gz |
15.1 KiB |
0.1.5 |
2026-04-26 source/ R- | finity_0.1.5.tar.gz |
15.1 KiB |
0.1.5 |
2026-04-23 source/ R- | finity_0.1.5.tar.gz |
15.1 KiB |
0.1.5 |
2026-04-09 windows/windows R-4.5 | finity_0.1.5.zip |
417.8 KiB |
0.1.5 |
2025-04-20 source/ R- | finity_0.1.5.tar.gz |
15.1 KiB |
Dependencies (latest)
Imports
- Rcpp (>= 1.0.3)
- stabledist (>= 0.7)