Package for testing whether a given moment of the distribution of a given sample is finite or not.

For heavy-tailed distributions with tail exponent a, only moments of order < a are finite. The tail index and heavy- tailedness are is notoriously difficult to ascertain. But the finiteness of moments (including fractional moments) can be tested directly. This package does that following the test suggested by Trapani (2016).

```
# Usage: How to perform the finite moment test
```

library(stabledist) library(finity)

rvs <- rstable(10000000, 1.9, 0.5, 1, 0, pm = 0)

result <- finite_moment_test(rvs, 2)

```
# Building and installing the package from github
```

Rscript -e ‘setwd(“finity”);Rcpp::compileAttributes()’ R CMD build finity R CMD INSTALL finity_0.1.1.tar.gz `In the install command,`

finity_0.1.1.tar.gz``` should be replaced with the correct filename of the archive (in particular with the correct version number).

`Rcpp::compileAttributes()`

can also be run from the R interpreter. The shell commands can alternatively be run from the R interpreter as `system("R CMD build finity")`

etc.

```
Rscript -e 'setwd("finity");roxygen2::roxygenize();roxygen2::roxygenize()'
R CMD Rd2pdf finity
```

Alternatively, `roxygen2::roxygenize()`

can be executed twice from the R interpreter before building the pdf with `R CMD Rd2pdf finity`

.

It is important to execute `roxygenize()`

twice since the help files for the individual functions are only created the second time.

Remove the `examples`

directory and follow the steps for building (and installing) and building the pdf manual.