tailplots: Estimators and Plots for Gamma and Pareto Tail Detection
Estimators for two functionals used to detect Gamma, Pareto or Lognormal distributions, as well as distributions exhibiting similar tail behavior, as introduced by Iwashita and Klar (2023) <doi:10.1111/stan.12316> and
Klar (2024) <doi:10.1080/00031305.2024.2413081>.
One of these functionals, g, originally proposed by Asmussen and Lehtomaa (2017) <doi:10.3390/risks5010010>, distinguishes between log-convex and log-concave tail behavior.
Furthermore the characterization of the lognormal distribution is based on the work of Mosimann (1970) <doi:10.2307/2284599>.
The package also includes methods for visualizing these estimators and their associated confidence intervals across various threshold values.
| Version: |
0.1.1 |
| Imports: |
Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
actuar |
| Published: |
2025-09-08 |
| Author: |
Bernhard Klar [aut, cre],
Lucas Iglesias [aut] |
| Maintainer: |
Bernhard Klar <Bernhard.Klar at kit.edu> |
| License: |
MIT + file LICENSE |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
tailplots results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=tailplots
to link to this page.