AntoineUC/Expectrem: Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls
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Package details |
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| Author | Antoine Usseglio-Carleve |
| Maintainer | Antoine Usseglio-Carleve <antoine.usseglio-carleve@univ-avignon.fr> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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