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]

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gfiExtremes.pdf |gfiExtremes.html✨
gfiExtremes/json (API)
NEWS

Peer review:

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

On CRAN:

extremesfiducialpareto-distributionsrcpp

8 exports 0.74 score 9 dependencies 8 scripts 208 downloads

Last updated 8 months agofrom:7f0cf769ec. Checks:OK: 9. Indexed: yes.

Exports:dgparetogfigpd1gfigpd2joinMCMCchainspgparetoqgparetorgparetothresholdEstimate

Dependencies:BHcodacodetoolsdoParallelforeachiteratorslatticeRcppRcppArmadillo