Package: finity 0.1.5

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>.

Authors:Torsten Heinrich [aut, cre], Julian Winkler [aut]

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finity.pdf |finity.html✨
finity/json (API)

# Install 'finity' in R:
install.packages('finity', repos = c('https://x0range.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/x0range/finity/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

3.00 score 1 scripts 198 downloads 0 exports 4 dependencies

Last updated 12 months agofrom:5dbc6cc6b5. Checks:OK: 1 ERROR: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 23 2024
R-4.5-win-x86_64ERROROct 23 2024
R-4.5-linux-x86_64ERROROct 23 2024
R-4.4-win-x86_64ERROROct 23 2024
R-4.4-mac-x86_64ERROROct 23 2024
R-4.4-mac-aarch64ERROROct 23 2024
R-4.3-win-x86_64ERROROct 23 2024
R-4.3-mac-x86_64ERROROct 23 2024
R-4.3-mac-aarch64ERROROct 23 2024

Exports:

Dependencies:BHRcppRcppArmadillostabledist