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 <[email protected]>
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("devtools")
library(devtools)
install_github("MartinRoth/gpdIcm")
MartinRoth/gpdIcm documentation built on May 9, 2017, 10:04 a.m.