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.

Getting started

Package details

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
Installation Install the latest version of this package by entering the following in R:
install.packages("gPdtest")

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gPdtest documentation built on May 29, 2017, 11:14 p.m.