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The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.
| Version: | 2.0-1 |
| Depends: | methods |
| Imports: | KernSmooth, stats, graphics, utils |
| Published: | 2015-07-03 |
| DOI: | 10.32614/CRAN.package.spd |
| Author: | Alexios Ghalanos |
| Maintainer: | Alexios Ghalanos <alexios at 4dscape.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| Copyright: | see file COPYRIGHTS |
| URL: | http://www.unstarched.net, https://bitbucket.org/alexiosg |
| NeedsCompilation: | no |
| Citation: | spd citation info |
| Materials: | README ChangeLog |
| In views: | Distributions |
| CRAN checks: | spd results |
| Reference manual: | spd.pdf |
| Package source: | spd_2.0-1.tar.gz |
| Windows binaries: | r-devel: spd_2.0-1.zip, r-release: spd_2.0-1.zip, r-oldrel: spd_2.0-1.zip |
| macOS binaries: | r-release (arm64): spd_2.0-1.tgz, r-oldrel (arm64): spd_2.0-1.tgz, r-release (x86_64): spd_2.0-1.tgz, r-oldrel (x86_64): spd_2.0-1.tgz |
| Old sources: | spd archive |
| Reverse imports: | rmgarch, rugarch |
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