Package: finity
Type: Package
Title: Test for Finiteness of Moments in a Distribution
Version: 0.1.5
Date: 2023-11-18
Authors@R: c(person("Torsten", "Heinrich", role = c("aut", "cre"),
                     email = "torsten.heinrich@posteo.net"),
           person("Julian", "Winkler", role = c("aut"),
                     email = "julian.winkler@economics.ox.ac.uk"))
Author: Torsten Heinrich [aut, cre], Julian Winkler [aut]
Maintainer: Torsten Heinrich <torsten.heinrich@posteo.net>
Description: 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>.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.3), stabledist (>= 0.7)
LinkingTo: Rcpp, RcppArmadillo, BH
RoxygenNote: 7.0.0
Encoding: UTF-8
Repository: https://x0range.r-universe.dev
Date/Publication: 2023-11-20 01:13:37 UTC
RemoteUrl: https://github.com/x0range/finity
RemoteRef: HEAD
RemoteSha: 5dbc6cc6b59c2b39f95953977589bbe81670eac9
NeedsCompilation: yes
Packaged: 2026-09-18 08:00:50 UTC; root