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.

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

View on CRAN

Files

gPdtest
gPdtest/NAMESPACE
gPdtest/man
gPdtest/man/rgp.rd
gPdtest/man/gpd.test.Rd gPdtest/man/gpd.fit.Rd
gPdtest/DESCRIPTION
gPdtest/MD5
gPdtest/R
gPdtest/R/gpd.test-internal.R gPdtest/R/gpd.test.R gPdtest/R/gpd.fit.R gPdtest/R/rgp.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.