Test for Finiteness of Moments in a Distribution

The purpose of this package is to tests whether a given moment of the distribution of a given sample is finite or not. For heavy-tailed distributions with tail exponent b, only moments of order smaller than b are finite. Tail exponent and heavy- tailedness are notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016) .


Reference manual

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install.packages("finity") by Torsten Heinrich, 9 months ago

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

Authors: Torsten Heinrich [aut, cre] , Julian Winkler [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, stabledist

Linking to Rcpp, RcppArmadillo, BH

See at CRAN