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.


Reference manual

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install.packages("ecdfHT")

0.1.1 by John P Nolan, 10 years ago


Browse source code at https://github.com/cran/ecdfHT


Authors: John P Nolan <[email protected]>


Documentation:   PDF Manual  


GPL (>= 3) license


Imports rgl


See at CRAN