mData

<p>A list of datasets in data.frame, matrix, timeSeries, xts and zoo formats. 
This is the matrix format. 
Visit <code>extractData</code> for more information.</p>

datasets

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.

Patrice Kiener

mData: Datasets dfData, mData, tData, xData, zData, extractData : mData

Description

Arguments