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Package for testing whether a given moment of the distribution of a given sample is finite or not.
For heavy-tailed distributions with tail exponent a, only moments of order < a are finite. The tail index and heavy- tailedness are is notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016).
# Usage: How to perform the finite moment test
library(stabledist) library(finity)
rvs <- rstable(10000000, 1.9, 0.5, 1, 0, pm = 0)
result <- finite_moment_test(rvs, 2)
# Building and installing the package from github
Rscript -e ‘setwd(“finity”);Rcpp::compileAttributes()’ R CMD build finity R CMD INSTALL finity_0.1.1.tar.gz In the install command,finity_0.1.1.tar.gz``` should be replaced with the correct filename of the archive (in particular with the correct version number).
Rcpp::compileAttributes() can also be run from the R interpreter. The shell commands can alternatively be run from the R interpreter as system("R CMD build finity") etc.
Rscript -e 'setwd("finity");roxygen2::roxygenize();roxygen2::roxygenize()'
R CMD Rd2pdf finityAlternatively, roxygen2::roxygenize() can be executed twice from the R interpreter before building the pdf with R CMD Rd2pdf finity.
It is important to execute roxygenize() twice since the help files for the individual functions are only created the second time.
Remove the examples directory and follow the steps for building (and installing) and building the pdf manual.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.