swager/rbm: Tail Index Estimation with Random Block Maxima
Version 1.0.0

Implements the random block maxima method proposed by Wager (2014).

Getting started

Package details

Maintainer
LicenseMIT
Version1.0.0
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("swager/rbm")
swager/rbm documentation built on May 26, 2017, 11:06 p.m.