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DESCRIPTION
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Package: ptsuite
Title: Tail Index Estimation for Power Law Distributions
Version: 1.0.0
Authors@R: c(person("Ranjiva", "Munasinghe", email = "[email protected]",
role = "aut"),
person("Pathum", "Kossinna", email = "[email protected]",
role = c("cre", "aut")),
person("Dovini", "Jayasinghe", email = "[email protected]",
role = "aut"),
person("Dilanka", "Wijeratne", email = "[email protected]",
role = "aut"))
Description: Various estimation methods for the shape parameter of Pareto
distributed data. This package contains functions for various estimation
methods such as maximum likelihood
(Newman, 2005)<doi:10.1016/j.cities.2012.03.001>,
Hill's estimator (Hill, 1975)<doi:10.1214/aos/1176343247>,
least squares (Zaher et al., 2014)<doi:10.9734/BJMCS/2014/10890>,
method of moments (Rytgaard, 1990)<doi:10.2143/AST.20.2.2005443>,
percentiles (Bhatti et al., 2018)<doi:10.1371/journal.pone.0196456>,
and weighted least squares (Nair et al., 2019) to estimate the shape
parameter of Pareto distributed data. It also provides both a heuristic
method (Hubert et al., 2013)<doi:10.1016/j.csda.2012.07.011> and a
goodness of fit test
(Gulati and Shapiro, 2008)<doi:10.1007/978-0-8176-4619-6> for testing for
Pareto data as well as a method for generating Pareto distributed data.
Depends: R (>= 3.5.0)
License: GPL-3
LazyData: true
LinkingTo: Rcpp
Imports: Rcpp
RoxygenNote: 6.1.1
Suggests: plotly