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>.
Version: |
1.0.1 |
Depends: |
coda |
Imports: |
Rcpp (≥ 1.0.5), parallel, doParallel, foreach, stats |
LinkingTo: |
Rcpp, BH, RcppArmadillo |
Suggests: |
knitr, rmarkdown |
Published: |
2024-01-25 |
DOI: |
10.32614/CRAN.package.gfiExtremes |
Author: |
Stéphane Laurent [aut, cre],
Jan Hannig [aut],
Damian V. Wandler [aut] |
Maintainer: |
Stéphane Laurent <laurent_step at outlook.fr> |
BugReports: |
https://github.com/stla/gfiExtremes/issues |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: |
https://github.com/stla/gfiExtremes |
NeedsCompilation: |
yes |
SystemRequirements: |
C++ 17 |
Materials: |
README NEWS |
CRAN checks: |
gfiExtremes results |
Documentation:
Downloads:
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