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kendallRandomWalks (version 0.9.4)

fit_separate: Function for fitting stable Kendall distribution separately to two parts of data

Description

Function for fitting stable Kendall distribution separately to two parts of data

Usage

fit_separate(data, separation_point)

Arguments

data

Numeric vector. Observation to which the distribution will be fitted.

separation_point

Order above which data (quantiles) will be separated.

Value

List of class kendall_fit with estimated and theoretical quantiles and estimated parameters.