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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>.
| Version: | 1.0.1 |
| Depends: | R (≥ 3.5.0) |
| Suggests: | poweRlaw, evir |
| Published: | 2019-10-15 |
| DOI: | 10.32614/CRAN.package.ercv |
| Author: | Joan del Castillo, David Moriña Soler and Isabel Serra |
| Maintainer: | Isabel Serra <iserra at crm.cat> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | ExtremeValue |
| CRAN checks: | ercv results |
| Reference manual: | ercv.pdf |
| Package source: | ercv_1.0.1.tar.gz |
| Windows binaries: | r-devel: ercv_1.0.1.zip, r-release: ercv_1.0.1.zip, r-oldrel: ercv_1.0.1.zip |
| macOS binaries: | r-release (arm64): ercv_1.0.1.tgz, r-oldrel (arm64): ercv_1.0.1.tgz, r-release (x86_64): ercv_1.0.1.tgz, r-oldrel (x86_64): ercv_1.0.1.tgz |
| Old sources: | ercv archive |
| Reverse imports: | distTails |
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