DESCRIPTION

Package: finity
Type: Package
Title: Test for Finiteness of Moments in a Distribution
Version: 0.1.5
Date: 2023-11-18
Authors@R: c(person("Torsten", "Heinrich", role = c("aut", "cre"),
                     email = "torsten.heinrich@posteo.net"),
           person("Julian", "Winkler", role = c("aut"),
                     email = "julian.winkler@economics.ox.ac.uk"))
Author: Torsten Heinrich [aut, cre], Julian Winkler [aut]
Maintainer: Torsten Heinrich <torsten.heinrich@posteo.net>
Description: 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>.
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.3), stabledist (>= 0.7)
LinkingTo: Rcpp, RcppArmadillo, BH
RoxygenNote: 7.0.0
Encoding: UTF-8