heavytails

Estimators and Algorithms for Heavy-Tailed Distributions

v0.2.0 · Mar 27, 2026 · MIT + file LICENSE

Description

Implements the estimators and algorithms described in Chapters 8 and 9 of the book "The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation" by Nair et al. (2022, ISBN:9781009053730). These include the Hill estimator, Moments estimator, Pickands estimator, Peaks-over-Threshold (POT) method, Power-law fit, and the Double Bootstrap algorithm.

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CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	38.7s
r-devel-linux-x86_64-debian-gcc	OK	29.5s
r-devel-linux-x86_64-fedora-clang	OK	56.5s
r-devel-linux-x86_64-fedora-gcc	OK	54.1s
r-devel-windows-x86_64	OK	61s
r-oldrel-macos-arm64	OK	12s
r-oldrel-macos-x86_64	OK	33s
r-oldrel-windows-x86_64	OK	72s
r-patched-linux-x86_64	OK	35.4s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	13s
r-release-macos-x86_64	OK	41s
r-release-windows-x86_64	OK	62s

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 8, 2026

ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 7, 2026

ERROR r-devel-linux-x86_64-debian-gcc

examples

Running massageExamples to create ‘heavytails-Ex.R’ failed
Error in file(out, "wt") : cannot open the connection
Calls: <Anonymous> -> Rd2ex -> file
In addition: Warning message:
In file(out, "wt") :
  cannot open file '/tmp/RtmpXhcfR4/file2bb27f6b2f9161/ks_xmin.R': No space left on device
Execution halted
 NONE

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

2 tracked

updated 0.2.0 ← 0.1.1 diff Mar 27, 2026

new 0.1.1 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Dec 1, 2025. Releases before tracking aren’t shown.