README.md
In stla/gfiExtremes: Generalized Fiducial Inference for Extremes
gfiExtremes
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.
Generalized fiducial confidence intervals for extremes.
Extremes 15 (2012), pp 67–87.
stla/gfiExtremes documentation built on Feb. 5, 2024, 10:56 a.m.
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gfiExtremes
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. Generalized fiducial confidence intervals for extremes. Extremes 15 (2012), pp 67–87.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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