Package: FatTailsR
Title: Kiener Distributions and Fat Tails in Finance and Neuroscience
Description: Kiener distributions K1, K2, K3, K4 and K7 to characterize
    distributions with left and right, symmetric or asymmetric fat tails in 
    finance, neuroscience and other disciplines. Two algorithms to estimate the
    distribution parameters, quantiles, value-at-risk and expected shortfall.
    IMPORTANT: Standardization has been changed in versions >= 2.0.0 to get 
	sd = 1 when kappa = Inf rather than 2*pi/sqrt(3) in versions <= 1.8.6. 
	This affects parameter g (other parameters stay unchanged). Do not update 
	if you need consistent comparisons with previous results for the g parameter. 
Version: 2.0.1
Date: 2026-02-15
Depends: R (>= 4.1.0)
Imports: minpack.lm, timeSeries, parallel, methods, stats
Suggests: zoo, xts
Maintainer: Patrice Kiener <fattailsr@inmodelia.com>
Author: Patrice Kiener [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-0505-9920>)
Authors@R: c(
    person("Patrice", "Kiener", role = c("aut", "cre"), 
    email = "fattailsr@inmodelia.com", 
    comment = c(ORCID = "0000-0002-0505-9920"))
    ) 
URL: https://www.inmodelia.com/fattailsr-en.html
License: GPL-2
Encoding: UTF-8
LazyData: true
NeedsCompilation: no
RoxygenNote: 7.3.2
Packaged: 2026-02-15 14:23:23 UTC; patrice
Repository: CRAN
Date/Publication: 2026-02-15 15:00:08 UTC
Built: R 4.6.1; ; 2026-07-28 02:38:55 UTC; windows
