ercv

cranv1.0.1

Fitting Tails by the Empirical Residual Coefficient of Variation. 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>.

License GPL (>= 2)0 versions1 maintainers0 deps93 weekly dl
https://CRAN.R-project.org/package=ercv
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First published · 2019-10-15 16:38:31

Last updated · 2019-10-15T14:30:02+00:00