dragonking {dragonking}

dragonking: Statistical tools for identifying dragon kings

Description

This package provide statistical methods to identify events in a dataset that are dragon kings (DKs). The statistical methods in this package were reviewed in: Wheatley S, Sornette D (2015). Multiple outlier detection in samples with exponential & pareto tails: Redeeming the inward approach & detecting dragon kings. Swiss Finance Institute Research Paper Series No. 15-28.