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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>.
| Version: | 1.0.1 |
| Depends: | coda |
| Imports: | Rcpp (≥ 1.0.5), parallel, doParallel, foreach, stats |
| LinkingTo: | Rcpp, BH, RcppArmadillo |
| Suggests: | knitr, rmarkdown |
| Published: | 2024-01-25 |
| DOI: | 10.32614/CRAN.package.gfiExtremes |
| Author: | Stéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut] |
| Maintainer: | Stéphane Laurent <laurent_step at outlook.fr> |
| BugReports: | https://github.com/stla/gfiExtremes/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/stla/gfiExtremes |
| NeedsCompilation: | yes |
| SystemRequirements: | C++ 17 |
| Materials: | README NEWS |
| CRAN checks: | gfiExtremes results |
| Reference manual: | gfiExtremes.pdf |
| Vignettes: |
The 'gfiExtremes' package |
| Package source: | gfiExtremes_1.0.1.tar.gz |
| Windows binaries: | r-devel: gfiExtremes_1.0.1.zip, r-release: gfiExtremes_1.0.1.zip, r-oldrel: gfiExtremes_1.0.1.zip |
| macOS binaries: | r-release (arm64): gfiExtremes_1.0.1.tgz, r-oldrel (arm64): gfiExtremes_1.0.1.tgz, r-release (x86_64): gfiExtremes_1.0.1.tgz, r-oldrel (x86_64): gfiExtremes_1.0.1.tgz |
| Old sources: | gfiExtremes archive |
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