Statistical Tools to Identify Dragon Kings
Dixon test statistic to identify dragon kings (DKs)
Statistical test to identify dragon kings (DKs)
dragonking: Statistical tools for identifying dragon kings
Max-robust-sum (MRS) test statistic to identify dragon kings (DKs)
Max-sum (MS) test statistic to identify dragon kings (DKs)
Sum-robust-sum (SRS) test statistic to identify dragon kings (DKs)
Sum-sum (SS) test statistic to identify dragon kings (DKs)
Statistical tests and test statistics to identify events in a dataset that are dragon kings (DKs). The statistical methods in this package were reviewed in Wheatley & Sornette (2015) <doi:10.2139/ssrn.2645709>.