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]

finity_0.1.5.tar.gz
finity_0.1.5.zip(r-4.7)finity_0.1.5.zip(r-4.6)finity_0.1.5.zip(r-4.5)
finity_0.1.5.tgz(r-4.6-x86_64)finity_0.1.5.tgz(r-4.6-arm64)finity_0.1.5.tgz(r-4.5-x86_64)finity_0.1.5.tgz(r-4.5-arm64)
finity_0.1.5.tar.gz(r-4.7-arm64)finity_0.1.5.tar.gz(r-4.7-x86_64)finity_0.1.5.tar.gz(r-4.6-arm64)finity_0.1.5.tar.gz(r-4.6-x86_64)
finity_0.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
finity/json (API)

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

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

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

On CRAN:

Conda:

cpp

3.00 score 1 stars 1 scripts 206 downloads 0 exports 4 dependencies

Last updated from:5dbc6cc6b5. Checks:11 ERROR, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64ERROR119
linux-devel-x86_64ERROR131
source / vignettesOK153
linux-release-arm64ERROR121
linux-release-x86_64ERROR115
macos-release-arm64ERROR148
macos-release-x86_64ERROR311
macos-oldrel-arm64ERROR145
macos-oldrel-x86_64ERROR365
windows-develERROR106
windows-releaseERROR123
windows-oldrelERROR106
wasm-releaseOK144

Exports:

Dependencies:BHRcppRcppArmadillostabledist