gfiExtremes: Generalized Fiducial Inference for Extremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.

Package details

AuthorStéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut]
MaintainerStéphane Laurent <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gfiExtremes documentation built on Nov. 26, 2020, 5:07 p.m.