ecdfHT: Empirical CDF for Heavy Tailed Data

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 <jpnolan at american.edu>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: ecdfHT results

Documentation:

Reference manual: ecdfHT.pdf

Downloads:

Package source: ecdfHT_0.1.1.tar.gz
Windows binaries: r-devel: ecdfHT_0.1.1.zip, r-release: ecdfHT_0.1.1.zip, r-oldrel: ecdfHT_0.1.1.zip
macOS binaries: r-release (arm64): ecdfHT_0.1.1.tgz, r-oldrel (arm64): ecdfHT_0.1.1.tgz, r-release (x86_64): ecdfHT_0.1.1.tgz, r-oldrel (x86_64): ecdfHT_0.1.1.tgz
Old sources: ecdfHT archive

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