Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.
Version: | 1.0.2 |
Depends: | R (≥ 2.10) |
Suggests: | survival, R.rsp |
Published: | 2019-05-04 |
Author: | Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot |
Maintainer: | Kevin Jaunatre <kevin.jaunatre at hotmail.fr> |
License: | GPL-2 |
NeedsCompilation: | no |
Citation: | extremefit citation info |
In views: | Distributions, ExtremeValue |
CRAN checks: | extremefit results |
Reference manual: | extremefit.pdf |
Vignettes: |
extremefit: Estimation of extreme quantiles and probabilities of rare events |
Package source: | extremefit_1.0.2.tar.gz |
Windows binaries: | r-devel: extremefit_1.0.2.zip, r-release: extremefit_1.0.2.zip, r-oldrel: extremefit_1.0.2.zip |
macOS binaries: | r-release (arm64): extremefit_1.0.2.tgz, r-oldrel (arm64): extremefit_1.0.2.tgz, r-release (x86_64): extremefit_1.0.2.tgz, r-oldrel (x86_64): extremefit_1.0.2.tgz |
Old sources: | extremefit archive |
Reverse suggests: | fitteR |
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