finity: Test for Finiteness of Moments in a Distribution

The purpose of this package is to tests whether a given moment of the distribution of a given sample is finite or not. For heavy-tailed distributions with tail exponent b, only moments of order smaller than b are finite. Tail exponent and heavy- tailedness are 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) <doi:10.1016/j.jeconom.2015.08.006>.

Version: 0.1.4.1
Imports: Rcpp (≥ 1.0.3), stabledist (≥ 0.7)
LinkingTo: Rcpp, RcppArmadillo, BH
Published: 2020-04-23
Author: Torsten Heinrich [aut, cre], Julian Winkler [aut]
Maintainer: Torsten Heinrich <torsten.heinrich at posteo.net>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: finity results

Downloads:

Reference manual: finity.pdf
Package source: finity_0.1.4.1.tar.gz
Windows binaries: r-prerelease: finity_0.1.4.zip, r-release: finity_0.1.4.zip, r-oldrel: not available
macOS binaries: r-prerelease: finity_0.1.3.tgz, r-release: finity_0.1.4.1.tgz, r-oldrel: not available
Old sources: finity archive

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