tailestim

tailestim is a Python package for estimating tail parameters of heavy-tailed distributions, including the powerlaw exponent.

Note

The original estimation implementations are from ivanvoitalov/tail-estimation, which is based on the paper “Scale-free networks well done” (Voitalov et al. 2019). tailestim is a wrapper package that provides a more convenient/modern interface and logging, that can be installed using pip and conda.

Features

• Multiple estimation methods including Hill, Moments, Kernel, Pickands, and Smooth Hill estimators

• Double-bootstrap procedure for optimal threshold selection

• Built-in example datasets

Contents

• Usage Guide
  • Installation
  • Quick Start
  • Available Estimators
  • Results
  • Example Output
  • Built-in Datasets and Custom Data

• API Reference
  • Base Class
  • Estimators
  • Estimator Set
  • Result Class
  • Dataset

References

• 1. Voitalov, P. van der Hoorn, R. van der Hofstad, and D. Krioukov. Scale-free networks well done. Phys. Rev. Res., Oct. 2019, doi: 10.1103/PhysRevResearch.1.033034.

• 1. Voitalov. ivanvoitalov/tail-estimation, GitHub. Mar. 2018.

Index

• Index

• Module Index

• Search Page