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.

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Package details

AuthorGilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
MaintainerKevin Jaunatre <kevin.jaunatre@hotmail.fr>
Package repositoryView on CRAN
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extremefit documentation built on May 6, 2019, 1:10 a.m.