heavytails

cranv0.2.0

Estimators and Algorithms for Heavy-Tailed Distributions. Implements the estimators and algorithms described in Chapters 8 and 9 of the book "The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation" by Nair et al. (2022, ISBN:9781009053730). These include the Hill estimator, Moments estimator, Pickands estimator, Peaks-over-Threshold (POT) m

License MIT + file LICENSE0 versions1 maintainers2 deps146 weekly dl
https://CRAN.R-project.org/package=heavytails
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First published · 2026-03-27 21:08:05

Last updated · 2026-03-27T20:00:02+00:00