Tail Index Estimation for Power Law Distributions


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Documentation for package ‘ptsuite’ version 1.0.0

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ptsuite-package ptsuite: Package for Pareto Parameter Estimation
alpha_geometric_percentile Estimating the Shape Parameter by Geometric Method of Percentiles
alpha_hills Estimating the Shape Parameter by Hill's Estimator
alpha_ls Estimating the Shape Parameter by Method of Least Squares
alpha_mle Estimating the Shape Parameter by Method of Maximum Likelihood (MLE)
alpha_modified_percentile Estimating the Shape Parameter by Method of Modified Percentiles
alpha_moment Estimating the Shape Parameter by Method of Moments
alpha_percentile Estimating the Shape Parameter by Method of Percentiles
alpha_wls Estimating the Shape Parameter by Weighted Least Squares Method (WLS)
generate_all_estimates Obtain estimates for Parameters of Pareto Data from all methods
generate_pareto Generating data from a Pareto Distribution.
pareto_qq_test Q-Q Plot to test for Pareto Distribution
pareto_test Goodness of Fit Test for Pareto Distribution