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 <>
LicenseCC BY-NC 4.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.