poweRlaw

swMATH19742CRANpoweRlawMaRDI QIDQ31566

Analysis of Heavy Tailed Distributions

Colin S. Gillespie

Last update: 25 January 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.70.6, 0.20.0, 0.20.1, 0.20.2, 0.20.3, 0.20.5, 0.30.0, 0.30.1, 0.30.2, 0.50.0, 0.60.0, 0.60.3, 0.70.0, 0.70.1, 0.70.2, 0.70.4, 0.70.5, 0.80.0

Source code repository: https://github.com/csgillespie/poweRlaw

Description

An implementation of maximum likelihood estimators for a variety of heavy tailed distributions, including both the discrete and continuous power law distributions. Additionally, a goodness-of-fit based approach is used to estimate the lower cut-off for the scaling region.

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