spd: Semi Parametric Distribution

The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

Package details

AuthorAlexios Ghalanos <[email protected]>
MaintainerAlexios Ghalanos <[email protected]>
URL http://www.unstarched.net https://bitbucket.org/alexiosg
Package repositoryView on CRAN
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spd documentation built on May 30, 2017, 4:59 a.m.