ecdfHT: Empirical CDF for Heavy Tailed Data (original) (raw)

Computes and plots a transformed empirical CDF (ecdf) as a diagnostic for heavy tailed data, specifically data with power law decay on the tails. Routines for annotating the plot, comparing data to a model, fitting a nonparametric model, and some multivariate extensions are given.

Version: 0.1.1
Depends: R (≥ 3.3.0)
Imports: rgl
Published: 2016-09-09
DOI: 10.32614/CRAN.package.ecdfHT
Author: John P Nolan
Maintainer: John P Nolan
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: ecdfHT results

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