Kiener Distributions and Fat Tails in Finance

Documentation for package ‘FatTailsR’ version 1.8-5

Help Pages

Package FatTailsR

-- A --

acosechp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
acoshp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
acotanhp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
ad2e	Local Conversion Functions Between Kiener Distribution Parameters
ad2k	Local Conversion Functions Between Kiener Distribution Parameters
ad2w	Local Conversion Functions Between Kiener Distribution Parameters
ae2d	Local Conversion Functions Between Kiener Distribution Parameters
ae2k	Local Conversion Functions Between Kiener Distribution Parameters
ae2w	Local Conversion Functions Between Kiener Distribution Parameters
ak2d	Local Conversion Functions Between Kiener Distribution Parameters
ak2e	Local Conversion Functions Between Kiener Distribution Parameters
ak2w	Local Conversion Functions Between Kiener Distribution Parameters
asechp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
ashp	Kashp Function
asinhp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
atanhp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
aw2d	Local Conversion Functions Between Kiener Distribution Parameters
aw2e	Local Conversion Functions Between Kiener Distribution Parameters
aw2k	Local Conversion Functions Between Kiener Distribution Parameters

-- C --

checkcoefk	Check Coefk
checkquantiles	Check Quantiles and Probabilities
ckiener1	Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener1234	Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener2	Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener3	Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener4	Quantile (VaR) and Expected Shortfall Corrective Functions
ckiener7	Quantile (VaR) and Expected Shortfall Corrective Functions
cosechp	Power Hyperbolas and Power Hyperbolic Functions
coshp	Power Hyperbolas and Power Hyperbolic Functions
cotanhp	Power Hyperbolas and Power Hyperbolic Functions

-- D --

de2a	Local Conversion Functions Between Kiener Distribution Parameters
de2k	Local Conversion Functions Between Kiener Distribution Parameters
de2w	Local Conversion Functions Between Kiener Distribution Parameters
dfData	Datasets dfData, mData, tData, xData, zData, extractData : dfData
dimdim	Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dimdim1	Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dimdimc	Length and Dimensions of Vector, Matrix, Array, Data.Frame, List
dk2a	Local Conversion Functions Between Kiener Distribution Parameters
dk2e	Local Conversion Functions Between Kiener Distribution Parameters
dk2w	Local Conversion Functions Between Kiener Distribution Parameters
dkashp_dx	Kashp Function
dkiener1	Symmetric Kiener Distribution K1
dkiener2	Asymmetric Kiener Distribution K2
dkiener3	Asymmetric Kiener Distribution K3
dkiener4	Asymmetric Kiener Distribution K4
dkiener7	Asymmetric Kiener Distribution K7 (K2)
dlkiener1	Symmetric Kiener Distribution K1
dlkiener2	Asymmetric Kiener Distribution K2
dlkiener3	Asymmetric Kiener Distribution K3
dlkiener4	Asymmetric Kiener Distribution K4
dlkiener7	Asymmetric Kiener Distribution K7 (K2)
dllogishp	The Power Hyperbola Logistic Distribution
dlogishp	The Power Hyperbola Logistic Distribution
dpkiener1	Symmetric Kiener Distribution K1
dpkiener2	Asymmetric Kiener Distribution K2
dpkiener3	Asymmetric Kiener Distribution K3
dpkiener4	Asymmetric Kiener Distribution K4
dpkiener7	Asymmetric Kiener Distribution K7 (K2)
dplogishp	The Power Hyperbola Logistic Distribution
dqkiener1	Symmetric Kiener Distribution K1
dqkiener2	Asymmetric Kiener Distribution K2
dqkiener3	Asymmetric Kiener Distribution K3
dqkiener4	Asymmetric Kiener Distribution K4
dqkiener7	Asymmetric Kiener Distribution K7 (K2)
dqlogishp	The Power Hyperbola Logistic Distribution
dtmqkiener1	Symmetric Kiener Distribution K1
dtmqkiener2	Asymmetric Kiener Distribution K2
dtmqkiener3	Asymmetric Kiener Distribution K3
dtmqkiener4	Asymmetric Kiener Distribution K4
dtmqkiener7	Asymmetric Kiener Distribution K7 (K2)
dw2a	Local Conversion Functions Between Kiener Distribution Parameters
dw2e	Local Conversion Functions Between Kiener Distribution Parameters
dw2k	Local Conversion Functions Between Kiener Distribution Parameters

-- E --

ek2a	Local Conversion Functions Between Kiener Distribution Parameters
ek2d	Local Conversion Functions Between Kiener Distribution Parameters
ek2w	Local Conversion Functions Between Kiener Distribution Parameters
elevate	Elevate
elevenprobs	Eleven, Seven, Five Probabilities
eskiener1	Symmetric Kiener Distribution K1
eskiener2	Asymmetric Kiener Distribution K2
eskiener3	Asymmetric Kiener Distribution K3
eskiener4	Asymmetric Kiener Distribution K4
eskiener7	Asymmetric Kiener Distribution K7 (K2)
eslogis	Logit and Invlogit Functions
estimkiener11	Estimation Functions with 5, 7 or 11 Quantiles
estimkiener5	Estimation Functions with 5, 7 or 11 Quantiles
estimkiener7	Estimation Functions with 5, 7 or 11 Quantiles
ew2a	Local Conversion Functions Between Kiener Distribution Parameters
ew2d	Local Conversion Functions Between Kiener Distribution Parameters
ew2k	Local Conversion Functions Between Kiener Distribution Parameters
exfit0	Parameter Subsets
exfit1	Parameter Subsets
exfit2	Parameter Subsets
exfit3	Parameter Subsets
exfit4	Parameter Subsets
exfit5	Parameter Subsets
exfit6	Parameter Subsets
exfit7	Parameter Subsets
exphp	Power Hyperbolas and Power Hyperbolic Functions
extractData	Datasets dfData, mData, tData, xData, zData, extractData : extractData

-- F --

fatreturns	Simple and Elaborated Prices to Returns
FatTailsR	Package FatTailsR
fitkienerX	Estimation and Regression Functions for Kiener Distributions
fiveprobs	Eleven, Seven, Five Probabilities

-- G --

getDSdata	Get DS Dataset
getnamesk	Generate a list of vectors of characters from a vector of probabilities
getnprobak	Generate a list of vectors of characters from a vector of probabilities

-- H --

hkiener1	Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener2	Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener3	Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener4	Quantile (VaR) and Expected Shortfall Corrective Functions
hkiener7	Quantile (VaR) and Expected Shortfall Corrective Functions

-- I --

invkogit	The Power Hyperbola Logistic Distribution
invlogit	Logit and Invlogit Functions

-- K --

kashp	Kashp Function
kcmoment	Moments Associated To Kiener Distribution Parameters
kd2a	Local Conversion Functions Between Kiener Distribution Parameters
kd2e	Local Conversion Functions Between Kiener Distribution Parameters
kd2w	Local Conversion Functions Between Kiener Distribution Parameters
ke2a	Local Conversion Functions Between Kiener Distribution Parameters
ke2d	Local Conversion Functions Between Kiener Distribution Parameters
ke2w	Local Conversion Functions Between Kiener Distribution Parameters
kekurtosis	Moments Associated To Kiener Distribution Parameters
kiener1	Symmetric Kiener Distribution K1
kiener2	Asymmetric Kiener Distribution K2
kiener3	Asymmetric Kiener Distribution K3
kiener4	Asymmetric Kiener Distribution K4
kiener7	Asymmetric Kiener Distribution K7 (K2)
kkurtosis	Moments Associated To Kiener Distribution Parameters
kmean	Moments Associated To Kiener Distribution Parameters
kmoment	Moments Associated To Kiener Distribution Parameters
kmoments	Moments Associated To Kiener Distribution Parameters
kogit	The Power Hyperbola Logistic Distribution
kskewness	Moments Associated To Kiener Distribution Parameters
kstandev	Moments Associated To Kiener Distribution Parameters
kvariance	Moments Associated To Kiener Distribution Parameters
kw2a	Local Conversion Functions Between Kiener Distribution Parameters
kw2d	Local Conversion Functions Between Kiener Distribution Parameters
kw2e	Local Conversion Functions Between Kiener Distribution Parameters

-- L --

laplacegaussnorm	Laplace-Gauss Normal Distribution Object
lkiener1	Symmetric Kiener Distribution K1
lkiener2	Asymmetric Kiener Distribution K2
lkiener3	Asymmetric Kiener Distribution K3
lkiener4	Asymmetric Kiener Distribution K4
lkiener7	Asymmetric Kiener Distribution K7 (K2)
llogishp	The Power Hyperbola Logistic Distribution
loghp	Inverse Power Hyperbolas and Inverse Power Hyperbolic Functions
logishp	The Power Hyperbola Logistic Distribution
logit	Logit and Invlogit Functions
logreturns	Simple and Elaborated Prices to Returns
ltmkiener1	Symmetric Kiener Distribution K1
ltmkiener2	Asymmetric Kiener Distribution K2
ltmkiener3	Asymmetric Kiener Distribution K3
ltmkiener4	Asymmetric Kiener Distribution K4
ltmkiener7	Asymmetric Kiener Distribution K7 (K2)
ltmlogis	Logit and Invlogit Functions

-- M --

mData

Datasets dfData, mData, tData, xData, zData, extractData : mData

-- P --

paramkienerX	Estimation and Regression Functions for Kiener Distributions
paramkienerX5	Estimation and Regression Functions for Kiener Distributions
paramkienerX7	Estimation and Regression Functions for Kiener Distributions
pk2pk	Global Conversion Function Between Kiener Distribution Parameters
pkiener1	Symmetric Kiener Distribution K1
pkiener2	Asymmetric Kiener Distribution K2
pkiener3	Asymmetric Kiener Distribution K3
pkiener4	Asymmetric Kiener Distribution K4
pkiener7	Asymmetric Kiener Distribution K7 (K2)
plogishp	The Power Hyperbola Logistic Distribution
pprobs0	Several Vectors of Probabilities
pprobs1	Several Vectors of Probabilities
pprobs2	Several Vectors of Probabilities
pprobs3	Several Vectors of Probabilities
pprobs4	Several Vectors of Probabilities
pprobs5	Several Vectors of Probabilities
pprobs6	Several Vectors of Probabilities
pprobs7	Several Vectors of Probabilities
pprobs8	Several Vectors of Probabilities
pprobs9	Several Vectors of Probabilities

-- Q --

qkiener1	Symmetric Kiener Distribution K1
qkiener2	Asymmetric Kiener Distribution K2
qkiener3	Asymmetric Kiener Distribution K3
qkiener4	Asymmetric Kiener Distribution K4
qkiener7	Asymmetric Kiener Distribution K7 (K2)
qlkiener1	Symmetric Kiener Distribution K1
qlkiener2	Asymmetric Kiener Distribution K2
qlkiener3	Asymmetric Kiener Distribution K3
qlkiener4	Asymmetric Kiener Distribution K4
qlkiener7	Asymmetric Kiener Distribution K7 (K2)
qllogishp	The Power Hyperbola Logistic Distribution
qlogishp	The Power Hyperbola Logistic Distribution

-- R --

regkienerLX	Regression Function for Kiener Distributions
replaceNA	Simple and Elaborated Prices to Returns
rkiener1	Symmetric Kiener Distribution K1
rkiener2	Asymmetric Kiener Distribution K2
rkiener3	Asymmetric Kiener Distribution K3
rkiener4	Asymmetric Kiener Distribution K4
rkiener7	Asymmetric Kiener Distribution K7 (K2)
rlogishp	The Power Hyperbola Logistic Distribution
roundcoefk	Round Coefk
rtmkiener1	Symmetric Kiener Distribution K1
rtmkiener2	Asymmetric Kiener Distribution K2
rtmkiener3	Asymmetric Kiener Distribution K3
rtmkiener4	Asymmetric Kiener Distribution K4
rtmkiener7	Asymmetric Kiener Distribution K7 (K2)
rtmlogis	Logit and Invlogit Functions

-- S --

sechp	Power Hyperbolas and Power Hyperbolic Functions
sevenprobs	Eleven, Seven, Five Probabilities
sinhp	Power Hyperbolas and Power Hyperbolic Functions

-- T --

tanhp	Power Hyperbolas and Power Hyperbolic Functions
tData	Datasets dfData, mData, tData, xData, zData, extractData : tData

-- V --

varkiener1	Symmetric Kiener Distribution K1
varkiener2	Asymmetric Kiener Distribution K2
varkiener3	Asymmetric Kiener Distribution K3
varkiener4	Asymmetric Kiener Distribution K4
varkiener7	Asymmetric Kiener Distribution K7 (K2)

-- X --

xData	Datasets dfData, mData, tData, xData, zData, extractData : xData
xmoments	Moments Associated To Kiener Distribution Parameters

-- Z --

zData

Datasets dfData, mData, tData, xData, zData, extractData : zData