Empirical CDF for Heavy Tailed Data
ecdfHT: A package to plot an empirical cdf for heavy tailed data
Graph and annotate an ecdfHT plot
Fit heavy tailed data with a semi-parameteric model
Multivariate extensions of transformed empirical cdf plot
Plot a transformed empirical cdf
Compute cdf, pdf, quantiles, and simulate from a fitted distribution
Computes and plots a transformed empirical CDF (ecdf) as a diagnostic for heavy tailed data, specifically data with power law decay on the tails. Routines for annotating the plot, comparing data to a model, fitting a nonparametric model, and some multivariate extensions are given.