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.
|Author||Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva|
|Date of publication||2012-10-29 08:58:48|
|Maintainer||Elizabeth Gonzalez Estrada <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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