stla/gfiExtremes: Generalized Fiducial Inference for Extremes
Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.
Getting started
Browse package contents
Package details |
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| Maintainer | Stéphane Laurent <laurent_step@outlook.fr> |
| License | GPL (>= 2) |
| Version | 1.0.1 |
| URL | https://github.com/stla/gfiExtremes |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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