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Estimators for two functionals used to detect Gamma or Pareto distributions, as well as distributions exhibiting similar tail behavior, as introduced by Iwashita and Klar (2023) <doi:10.1111/stan.12316> and Klar (2024) <doi:10.1080/00031305.2024.2413081>. One of these functionals, g, originally proposed by Asmussen and Lehtomaa (2017) <doi:10.3390/risks5010010>, distinguishes between log-convex and log-concave tail behavior. The package also includes methods for visualizing these estimators and their associated confidence intervals across various threshold values.
| Version: | 0.1.0 |
| Imports: | resample |
| Suggests: | actuar |
| Published: | 2025-04-18 |
| DOI: | 10.32614/CRAN.package.tailplots |
| Author: | Bernhard Klar [aut, cre], Lucas Iglesias [aut] |
| Maintainer: | Bernhard Klar <Bernhard.Klar at kit.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | tailplots results |
| Reference manual: | tailplots.pdf |
| Package source: | tailplots_0.1.0.tar.gz |
| Windows binaries: | r-devel: tailplots_0.1.0.zip, r-release: tailplots_0.1.0.zip, r-oldrel: tailplots_0.1.0.zip |
| macOS binaries: | r-release (arm64): tailplots_0.1.0.tgz, r-oldrel (arm64): tailplots_0.1.0.tgz, r-release (x86_64): tailplots_0.1.0.tgz, r-oldrel (x86_64): tailplots_0.1.0.tgz |
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