CRAN/E | ercv

ercv

Fitting Tails by the Empirical Residual Coefficient of Variation

Installation

About

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.

Key Metrics

Version 1.0.1
R ≥ 3.5.0
Published 2019-10-15 1660 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks ercv results

Downloads

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Maintainer

Maintainer

Isabel Serra

iserra@crm.cat

Authors

Joan del Castillo
David Moriña Soler
Isabel Serra

Material

Reference manual
Package source

In Views

ExtremeValue

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ercv archive

Depends

R ≥ 3.5.0

Suggests

poweRlaw
evir

Reverse Imports

distTails