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>.
| Version: |
0.1.4.1 |
| Imports: |
Rcpp (≥ 1.0.3), stabledist (≥ 0.7) |
| LinkingTo: |
Rcpp, RcppArmadillo, BH |
| Published: |
2020-04-23 |
| Author: |
Torsten Heinrich [aut, cre],
Julian Winkler [aut] |
| Maintainer: |
Torsten Heinrich <torsten.heinrich at posteo.net> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
finity results |
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