LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data

Python implementation of the Hill estimator and corresponding Hill plot within some specified zoomed window range.

Pure-Python library of heavy-tailed probability distributions (Pareto, Burr, LogNormal, etc.) built from first principles.

Perform distribution analysis on heavy-tailed distributed data

Natural logarithm of the probability density function (PDF) for a Student's t distribution.

Introducing the world's first fully generalized normal distribution, super-flexible in both, skewness and kurtosis. Basically will enable for automatic testing of skew __and also__ heavy tailed/ fat tailed distributions.

Deep_Learning: Stochastic Gradient Noise heavy tail distribution Analysis

Fully generalized normal distribution. Flexible in kurtosis and skewness at the same time. Generalized gaussian

Create an array containing pseudorandom numbers drawn from a Cauchy distribution.

Generate pseudorandom numbers drawn from a Cauchy distribution.

robust Lasso for heavy-tailed error and outlier