README.md

In gbstat/tailqr: 'Fit Mixture of Quantile Regression and GPDs'

Quantile Regression - GPD Mixture Estimation

This R package can be used for estimating periodic time series data using quantile regression for the bulk of a distribution, and a weighted mixture of quantile regression estimates and parametric Generalized Pareto Distribution (GPD) estimates for the tails of a distribution.

Installation can be done using the devtools package as follows:

1. First, install the devtools package in R

install.packages("devtools")

1. Then, load the devtools package.

library(devtools)

1. Install the pacakge from GitHub with

install_github("gbstat/tailqr")

For an example of how the tailqr package can be used to estimate the tail quantiles of daily maximum temperature (tasmax) data, see the fit_tasmax.R file in the /examples directory.

gbstat/tailqr documentation built on May 8, 2019, 5:42 p.m.