ercv: Fitting Tails by the Empirical Residual Coefficient of Variation (original) (raw)
Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.
| Version: | 1.0.1 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Suggests: | poweRlaw, evir |
| Published: | 2019-10-15 |
| DOI: | 10.32614/CRAN.package.ercv |
| Author: | Joan del Castillo, David Moriña Soler and Isabel Serra |
| Maintainer: | Isabel Serra |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | ExtremeValue |
| CRAN checks: | ercv results |
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