Kiener Distributions and Fat Tails in Finance
Local Conversion Functions Between Kiener Distribution Parameters
Check Coefk
Check Quantiles and Probabilities
Quantile (VaR) and Expected Shortfall Corrective Functions
Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
Elevate
Eleven, Seven, Five Probabilities
Estimation Functions with 5, 7 or 11 Quantiles
Parameter Subsets
Power Hyperbolas and Power Hyperbolic Functions
Datasets dfData, mData, tData, xData, zData, extractData : extractData
Simple and Elaborated Prices to Returns
Package FatTailsR
Estimation and Regression Functions for Kiener Distributions
Get DS Dataset
Generate a list of vectors of characters from a vector of probabilitie...
Kashp Function
Symmetric Kiener Distribution K1
Asymmetric Kiener Distribution K2
Asymmetric Kiener Distribution K3
Asymmetric Kiener Distribution K4
Asymmetric Kiener Distribution K7 (K2)
Moments Associated To Kiener Distribution Parameters
Laplace-Gauss Normal Distribution Object
Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
The Power Hyperbola Logistic Distribution
Logit and Invlogit Functions
Global Conversion Function Between Kiener Distribution Parameters
Several Vectors of Probabilities
Regression Function for Kiener Distributions
Round Coefk
Kiener distributions K1, K2, K3, K4 and K7 to characterize distributions with left and right, symmetric or asymmetric fat tails in market finance, neuroscience and other disciplines. Two algorithms to estimate with a high accuracy distribution parameters, quantiles, value-at-risk and expected shortfall. Include power hyperbolas and power hyperbolic functions.