Description Objects from the Class Slots Note Author(s) References
Locally implemented and slightly modified class for the generalized
pareto distribution (gpd) fit, borrowed from package fExtremes
. Created
on modelling the tails of the data by spdfit
Objects of this class cannot be created by user as the methods are not exported.
call
:Object of class "call"
method
:Object of class "character"
parameter
:Object of class "list"
data
:Object of class "list"
fit
:Object of class "list"
residuals
:Object of class "numeric"
title
:Object of class "character"
description
:Object of class "character"
S3 plot method exists which provides for visual inspection of the fit
and is called by the higher level S3 plot method of the SPD
class
Alec Stephenson for the functions from R\'s "evd-package"
,
Alec Stephenson for the functions from R\'s "evir-package"
,
Alexander McNeil for the EVIS functions underlying the "evir-package"
,
Diethelm Wuertz for the functions from R\'s "fExtremes-package"
,
M.P.Wand and M.C.Jones for the functions from R\'s "KernSmooth-package"
,
Alexios Ghalanos for this package.
Carmona, R. and J. Morrisson (2001). Heavy Tails and Copulas with Evanesce,
ORFE Tech. Report, Princeton University
Carmona, R. (2001). Statistical Analysis of Financial Data, with an
implementation in Splus
Embrechts, P., Klueppelberg, C., Mikosch, T. (1997); Modelling Extremal
Events, Springer
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.