Kiener Distributions and Fat Tails in Finance

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Documentation for package ‘FatTailsR’ version 1.8-0

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A C D E F G H I K L M P Q R S T V X Z

FatTailsR-package 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