R Observatory: Metrics for FatTailsR version 2.0.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

FatTailsR

2.0.1

Kiener Distributions and Fat Tails in Finance and Neuroscience

1packages depend

4.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Patrice KienerFirst published 2014-07-1412 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("FatTailsR", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fattailsr

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-FatTailsR

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-FatTailsR

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.2 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 97%
Return-value docs: 15%
References docs: 21%

Downloads

4.1K

CRAN downloads in the past year

Rank #10,326 · ~11/day · ~344/mo

Releases R versions

Daily download trend is not available in this view yet.

25230 days

93390 days

4.1K1 year

Compare downloads with other packages →

Also on183 r2u19 autocran83 c2d4u

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (5)

minpack.lm timeSeriesparallelmethodsstats

LinkingTo (0)

none

Suggests (2)

zoo xts

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

fitteR

Code & Tests

People & History

People (1)

Maintainer (1)

Patrice Kiener

Author, Maintainer

Authors (1)

Patrice Kiener

Author, Maintainer

Package Timeline

12 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
2.0.1Latest
2026-02-15 · current release · diff ↗
2.0.0
2025-04-21 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.8-5
2024-03-03 · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.8-0
2021-03-12 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.7-5
2017-05-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
1.7-0
2016-05-15 · diff ↗

Show 9 earlier events

R
R 3.3.0 released · 2016-05-03
1.6-0
2016-02-20 · diff ↗
1.5-0
2015-11-08 · diff ↗
1.4-1
2015-10-26 · diff ↗
1.2-3
2015-07-08 · diff ↗
1.2-0
2015-06-18 · diff ↗
R
R 3.2.0 released · 2015-04-16
1.0-3
2014-07-14
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-07-14
Total releases: 12 / 12 yrs
License: GPL-2 OSI
Minimum R: ≥ 4.1.0
Bundled data: 992 KB / 6 files
Download size: 1.1 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("FatTailsR")

Format

Kiener, P. (2026). FatTailsR: Kiener Distributions and Fat Tails in Finance and Neuroscience (Version 2.0.1) [Computer software]. https://doi.org/10.32614/CRAN.package.FatTailsR

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for FatTailsR version 2.0.1 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →