Please use this identifier to cite or link to this item:
https://rda.sliit.lk/handle/123456789/2066| Title: | Fast Tail Index Estimation for Power Law Distributions in R |
| Authors: | Munasinghe, R Kossinna, P Jayasinghe, D Wijeratne, D |
| Keywords: | Power law distributions fat tailed distributions heavy tailed distributions Pareto distributions tail index tail estimation fast computation |
| Issue Date: | 18-Jun-2020 |
| Citation: | arXiv:2006.10308 [stat.ME] |
| Series/Report no.: | arXiv preprint arXiv:2006.10308; |
| Abstract: | Power law distributions, in particular Pareto distributions, describe data across diverse areas of study. We have developed a package in R to estimate the tail index for such datasets focusing on speed (in particular with large datasets), keeping in mind ease of use, as well as accuracy. In this short article, we provide a user guide to our package along with the results obtained highlighting the speed advantages of our package. |
| URI: | http://rda.sliit.lk/handle/123456789/2066 |
| Appears in Collections: | Research Papers Research Papers - Dept of Information of Management Research Papers - SLIIT Staff Publications |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2006.10308.pdf | 1.73 MB | Adobe PDF | View/Open |
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