MartinRoth/gpdIcm: Isotonic Scale Estimation of the GPD

Methods for isotonic estimation based on projected gradient and adapted iterative convex minorant algorithm.

Getting started

Package details

AuthorM. Roth
MaintainerM. Roth <roth@knmi.nl>
LicenseCC BY-NC 4.0
Version0.0.1.4
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("MartinRoth/gpdIcm")
MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.