tailplots: Estimators and Plots for Gamma and Pareto Tail Detection

Estimators for two functionals used to detect Gamma or Pareto distributions, as well as distributions exhibiting similar tail behavior, as introduced by Iwashita and Klar (2023) <doi:10.1111/stan.12316> and Klar (2024) <doi:10.1080/00031305.2024.2413081>. One of these functionals, g, originally proposed by Asmussen and Lehtomaa (2017) <doi:10.3390/risks5010010>, distinguishes between log-convex and log-concave tail behavior. The package also includes methods for visualizing these estimators and their associated confidence intervals across various threshold values.

Version:	0.1.0
Imports:	resample
Suggests:	actuar
Published:	2025-04-18
DOI:	10.32614/CRAN.package.tailplots
Author:	Bernhard Klar [aut, cre], Lucas Iglesias [aut]
Maintainer:	Bernhard Klar <Bernhard.Klar at kit.edu>
License:	MIT + file LICENSE
NeedsCompilation:	no
CRAN checks:	tailplots results

Documentation:

Reference manual:

tailplots.pdf

Downloads:

Package source:	tailplots_0.1.0.tar.gz
Windows binaries:	r-devel: tailplots_0.1.0.zip, r-release: tailplots_0.1.0.zip, r-oldrel: tailplots_0.1.0.zip
macOS binaries:	r-release (arm64): tailplots_0.1.0.tgz, r-oldrel (arm64): tailplots_0.1.0.tgz, r-release (x86_64): tailplots_0.1.0.tgz, r-oldrel (x86_64): tailplots_0.1.0.tgz

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