heavytails
Estimators and Algorithms for Heavy-Tailed Distributions
Implements the estimators and algorithms described in Chapters 8 and 9 of the book "The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation" by Nair et al. (2022, ISBN:9781009053730). These include the Hill estimator, Moments estimator, Pickands estimator, Peaks-over-Threshold (POT) method, Power-law fit, and the Double Bootstrap algorithm.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling source/ R- | heavytails_0.2.0.tar.gz |
33.4 KiB |
0.2.0 |
rolling linux/jammy R-4.5 | heavytails_0.2.0.tar.gz |
140.7 KiB |
0.2.0 |
rolling linux/noble R-4.5 | heavytails_0.2.0.tar.gz |
140.8 KiB |
0.2.0 |
latest source/ R- | heavytails_0.2.0.tar.gz |
33.4 KiB |
0.2.0 |
latest linux/jammy R-4.5 | heavytails_0.2.0.tar.gz |
140.7 KiB |
0.2.0 |
latest linux/noble R-4.5 | heavytails_0.2.0.tar.gz |
140.8 KiB |
0.2.0 |
2026-04-23 source/ R- | heavytails_0.2.0.tar.gz |
33.4 KiB |
0.2.0 |
2026-04-09 windows/windows R-4.5 | heavytails_0.2.0.zip |
143.9 KiB |