extremefit: Estimation of Extreme Conditional Quantiles and Probabilities
Version 0.2.2

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
Date of publication2017-03-21 15:13:23 UTC
MaintainerKevin Jaunatre <kevin.jaunatre@univ-ubs.fr>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the extremefit package in your browser

Any scripts or data that you put into this service are public.

extremefit documentation built on May 30, 2017, 4:47 a.m.