IcmGpd-package: Isotonic scale estimation of the GPD

Description Details Author(s)

Description

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

Details

Package: IcmGpd
Type: Package
Version: 0.1
Date: 2014-10-26
License: What Licence is it under ?

Author(s)

M. Roth

Maintainer: M. Roth <marsinaus@gmail.com>


MartinRoth/gpdIcm documentation built on May 7, 2019, 3:39 p.m.