K-Molloy/tevt: Threshold Methods for Extreme Value Theory
Threshold Estimation methods for generalised Pareto Distributions (GPD), most are based upon reducing the bias of the GPD or minimising AMSE.
Getting started
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Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.1.0 |
| URL | https://github.com/K-Molloy/tevt/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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