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.

Author
Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva
Date of publication
2012-10-29 08:58:48
Maintainer
Elizabeth Gonzalez Estrada <egonzalez@colpos.mx>
License
GPL (>= 2)
Version
0.4

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Man pages

gpd.fit
Fitting the generalized Pareto distribution to data
gpd.test
Bootstrap goodness-of-fit test for the generalized Pareto...

Files in this package

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