finity: 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) <doi:10.1016/j.jeconom.2015.08.006>.

Version:	0.1.5
Imports:	Rcpp (≥ 1.0.3), stabledist (≥ 0.7)
LinkingTo:	Rcpp, RcppArmadillo, BH
Published:	2023-12-20
DOI:	10.32614/CRAN.package.finity
Author:	Torsten Heinrich [aut, cre], Julian Winkler [aut]
Maintainer:	Torsten Heinrich <torsten.heinrich at posteo.net>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Materials:	README
CRAN checks:	finity results

Documentation:

Reference manual:

finity.pdf

Downloads:

Package source:	finity_0.1.5.tar.gz
Windows binaries:	r-devel: finity_0.1.5.zip, r-release: finity_0.1.5.zip, r-oldrel: finity_0.1.5.zip
macOS binaries:	r-release (arm64): finity_0.1.5.tgz, r-oldrel (arm64): finity_0.1.5.tgz, r-release (x86_64): finity_0.1.5.tgz, r-oldrel (x86_64): finity_0.1.5.tgz
Old sources:	finity archive

Linking:

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