ParetoPosStable

An R package with statistical functions to describe a Pareto Positive Stable (PPS) distribution and fit it to real data. Graphical and statistical tools to validate the fits are also included.

Installation of the package

• Install the latest versions of all dependencies from CRAN:

install.packages(c("graphics", "grDevices", "stats", "ADGofTest", "lmom", "foreach", "doParallel", "parallel"))

• Install ParetoPosStable current development version from GitHub:

# devtools::install_github("ajsaez/ParetoPosStable")
install.packages("ParetoPosStable", repos = c('https://ajsaez.r-universe.dev', 'https://cloud.r-project.org'))

The package is also available from CRAN.

• After attaching the package, you are ready to start:

library(ParetoPosStable)

Examples

data(turkey)
fit <- PPS.fit(turkey$Pop2000)
print(fit)
coef(fit)
se(fit, k = 2000, parallel = TRUE, ncores = 2)
logLik(fit)
par(mfrow=c(2,2))
plot(fit)
GoF(fit, k = 2000, parallel = TRUE, ncores = 2)