Package: gfiExtremes 1.0.1

Stéphane Laurent

gfiExtremes: Generalized Fiducial Inference for Extremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.

Authors:Stéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut]

gfiExtremes_1.0.1.tar.gz
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gfiExtremes.pdf |gfiExtremes.html✨
gfiExtremes/json (API)
NEWS

# Install 'gfiExtremes' in R:
install.packages('gfiExtremes', repos = c('https://stla.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/stla/gfiextremes/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

extremesfiducialpareto-distributionsrcpp

3.70 score 8 scripts 182 downloads 8 exports 9 dependencies

Last updated 10 months agofrom:7f0cf769ec. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 20 2024
R-4.5-win-x86_64OKNov 20 2024
R-4.5-linux-x86_64OKNov 20 2024
R-4.4-win-x86_64OKNov 20 2024
R-4.4-mac-x86_64OKNov 20 2024
R-4.4-mac-aarch64OKNov 20 2024
R-4.3-win-x86_64OKNov 20 2024
R-4.3-mac-x86_64OKNov 20 2024
R-4.3-mac-aarch64OKNov 20 2024

Exports:dgparetogfigpd1gfigpd2joinMCMCchainspgparetoqgparetorgparetothresholdEstimate

Dependencies:BHcodacodetoolsdoParallelforeachiteratorslatticeRcppRcppArmadillo

The 'gfiExtremes' package

Rendered fromthe-gfiExtremes-package.Rmdusingknitr::rmarkdownon Nov 20 2024.

Last update: 2020-11-25
Started: 2020-11-22