gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto distribution

This package computes the bootstrap goodness-of-fit test for the generalized Pareto distribution by Villasenor-Alva and Gonzalez-Estrada (2009). The null hypothesis includes heavy and non-heavy tailed gPd's. A function for fitting the gPd to data using the parameter estimation methods proposed in the same article is also provided.

Install the latest version of this package by entering the following in R:
install.packages("gPdtest")
AuthorElizabeth Gonzalez Estrada, Jose A. Villasenor Alva
Date of publication2012-10-29 08:58:48
MaintainerElizabeth Gonzalez Estrada <egonzalez@colpos.mx>
LicenseGPL (>= 2)
Version0.4

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