tailplots: Estimators and Plots for Gamma and Pareto Tail Detection

Estimators for two functionals used to detect Gamma, Pareto or Lognormal distributions, as well as distributions exhibiting similar tail behavior, as introduced by Iwashita and Klar (2023) <doi:10.1111/stan.12316> and Klar (2024) <doi:10.1080/00031305.2024.2413081>. One of these functionals, g, originally proposed by Asmussen and Lehtomaa (2017) <doi:10.3390/risks5010010>, distinguishes between log-convex and log-concave tail behavior. Furthermore the characterization of the lognormal distribution is based on the work of Mosimann (1970) <doi:10.2307/2284599>. The package also includes methods for visualizing these estimators and their associated confidence intervals across various threshold values.

Version:	0.1.1
Imports:	Rcpp
LinkingTo:	Rcpp
Suggests:	actuar
Published:	2025-09-08
DOI:	10.32614/CRAN.package.tailplots
Author:	Bernhard Klar [aut, cre], Lucas Iglesias [aut]
Maintainer:	Bernhard Klar <Bernhard.Klar at kit.edu>
License:	MIT + file LICENSE
NeedsCompilation:	yes
Materials:	README
CRAN checks:	tailplots results

Documentation:

Reference manual:

tailplots.html , tailplots.pdf

Downloads:

Package source:	tailplots_0.1.1.tar.gz
Windows binaries:	r-devel: tailplots_0.1.0.zip, r-release: tailplots_0.1.0.zip, r-oldrel: tailplots_0.1.0.zip
macOS binaries:	r-release (arm64): tailplots_0.1.1.tgz, r-oldrel (arm64): tailplots_0.1.1.tgz, r-release (x86_64): tailplots_0.1.1.tgz, r-oldrel (x86_64): tailplots_0.1.1.tgz
Old sources:	tailplots archive

Linking:

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