CRAN/E | extremefit

extremefit

Estimation of Extreme Conditional Quantiles and Probabilities

Installation

About

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Citation extremefit citation info

Key Metrics

Version 1.0.2
R ≥ 2.10
Published 2019-05-04 1609 days ago
Needs compilation? no
License GPL-2
CRAN checks extremefit results

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Last 90 days 908 -31%
Last 365 days 4.635 -30%

Maintainer

Maintainer

Kevin Jaunatre

kevin.jaunatre@hotmail.fr

Authors

Gilles Durrieu
Ion Grama
Kevin Jaunatre
Quang-Khoai Pham
Jean-Marie Tricot

Material

Reference manual
Package source

In Views

Distributions
ExtremeValue

Vignettes

extremefit: Estimation of extreme quantiles and probabilities of rare events

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

extremefit archive

Depends

R ≥ 2.10

Suggests

survival
R.rsp

Reverse Suggests

fitteR