gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto distribution
Version 0.4

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.

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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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gPdtest")

Man pages

gpd.fit: Fitting the generalized Pareto distribution to data
gpd.test: Bootstrap goodness-of-fit test for the generalized Pareto...
rgp: Generalized Pareto random numbers

Functions

gpd.fit Man page Source code
gpd.test Man page
rgp Man page Source code

Files

NAMESPACE
man
man/rgp.rd
man/gpd.test.Rd
man/gpd.fit.Rd
DESCRIPTION
MD5
R
R/gpd.test-internal.R
R/gpd.test.R
R/gpd.fit.R
R/rgp.R
gPdtest documentation built on May 19, 2017, 9:55 p.m.