r-ercv 1.0.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=ercv
Licenses: GPL 2+
Synopsis: Fitting Tails by the Empirical Residual Coefficient of Variation
Description:
This package 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>.
Total results: 1