CRAN/E | gfiExtremes

gfiExtremes

Generalized Fiducial Inference for Extremes

Installation

About

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.

github.com/stla/gfiExtremes
System requirements C++ 17
Bug report File report

Key Metrics

Version 1.0.1
Published 2024-01-25 64 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks gfiExtremes results

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Maintainer

Maintainer

Stéphane Laurent

laurent_step@outlook.fr

Authors

Stéphane Laurent

aut / cre

Jan Hannig

aut

Damian V. Wandler

aut

Material

README
NEWS
Reference manual
Package source

Vignettes

The 'gfiExtremes' package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

gfiExtremes archive

Depends

coda

Imports

Rcpp ≥ 1.0.5
parallel
doParallel
foreach
stats

Suggests

knitr
rmarkdown

LinkingTo

Rcpp
BH
RcppArmadillo