ParetoPosStable {ParetoPosStable}

Computing, Fitting and Validating the PPS Distribution

Description

Statistical functions to describe a Pareto Positive Stable (PPS) distribution and fit it to real data. Graphical and statistical tools to validate the fits are included.

Details

The main function you're likely to need from ParetoPosStable is PPS.fit, in order to obtain a PPS fit from data. Validation can be obtain with GoF and plot.

References

Sarabia, J.M and Prieto, F. (2009). The Pareto-positive stable distribution: A new descriptive model for city size data, Physica A: Statistical Mechanics and its Applications, 388(19), 4179-4191.