evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

Package details

AuthorCarl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
MaintainerCarl Scarrott <carl.scarrott@canterbury.ac.nz>
URL http://www.math.canterbury.ac.nz/~c.scarrott/evmix
Package repositoryView on CRAN
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evmix documentation built on Sept. 3, 2019, 5:07 p.m.