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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>.
Package details |
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Author | Joan del Castillo, David Moriña Soler and Isabel Serra |
Maintainer | Isabel Serra <iserra@crm.cat> |
License | GPL (>= 2) |
Version | 1.0.1 |
Package repository | View on CRAN |
Installation |
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