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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.
Package details |
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Author | Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva |
Maintainer | Elizabeth Gonzalez Estrada <egonzalez@colpos.mx> |
License | GPL (>= 2) |
Version | 0.4 |
Package repository | View on CRAN |
Installation |
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