Result Class

class tailestim.estimators.result.TailEstimatorResult(initial_data=None, **kwargs)

Bases: object

Class for storing the results of a tail estimator. Attributes available depends on the estimator used.

Attributes:

estimatorBaseTailEstimator

The estimator instance (e.g., HillEstimator, PickandsEstimator, etc.) used for estimation.

xi_star_float

Optimal tail index estimate (ξ).

gamma_float

Power law exponent (γ).

k_arr_np.ndarray

Array of order statistics.

xi_arr_np.ndarray

Array of tail index estimates.

k_star_float

Optimal order statistic (k*).

bootstrap_results_dict

Bootstrap results.

k_min_float

Minimum AMSE fraction.

amse_np.ndarray

AMSE values.

max_index_int

Maximum index.

x_arr_np.ndarray

Fraction of order statistics.

__repr__()

Return a string representation of the TailEstimatorResult.

__str__(include_header=True)

Return a human-readable string representation of the TailEstimatorResult.

Parameters:

include_headerbool, default=True

Whether to include the “Result” header. This is set to False for nested objects.

Examples

from tailestim import TailData
from tailestim import HillEstimator

data = TailData(name='Pareto').data

# Initialize and fit Hill estimator
hill = HillEstimator()
hill.fit(data)

# Get estimated values
result = hill.get_result() # This returns TailEstimatorResult class.
print(result)

# Access individual parameters
gamma = result.gamma_  # Power-law exponent estimate
xi = result.xi_  # Tail index estimate