extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Getting started

Package details

AuthorGilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
MaintainerKevin Jaunatre <kevin.jaunatre@hotmail.fr>
LicenseGPL-2
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("extremefit")

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extremefit documentation built on May 6, 2019, 1:10 a.m.