Analysis of Heavy Tailed Distributions
Vuong's test for non-nested models
Heavy-tailed distributions
The cumulative distribution function (cdf)
The data cumulative distribution function
The log-likelihood function
The probability density function (pdf)
Random number generation for the distribution objects
The continuous power-law distribution
Discrete power-law distribution
Estimates the distributions using mle.
Estimating the lower bound (xmin)
Deprecated function
Sample size
Values greater than or equal to xmin
Generic plotting functions
Plot methods for bootstrap objects
The poweRlaw package
Generic show method for distribution objects
An implementation of maximum likelihood estimators for a variety of heavy tailed distributions, including both the discrete and continuous power law distributions. Additionally, a goodness-of-fit based approach is used to estimate the lower cut-off for the scaling region.
Useful links