Package: ercv 1.0.1

ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.

Authors:Joan del Castillo, David Moriña Soler and Isabel Serra

ercv_1.0.1.tar.gz
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ercv.pdf |ercv.html
ercv/json (API)

# Install 'ercv' in R:
install.packages('ercv', repos = c('https://iserram.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • BIFP - EEMBC AutoBench suite
  • EURUSD - Euro/Dollar daily exchange rates
  • FFT - EEMBC AutoBench suite
  • MA - EEMBC AutoBench suite
  • bilbao - Bilbao waves data set
  • iFFT - EEMBC AutoBench suite

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.52 score 1 packages 11 scripts 200 downloads 18 exports 0 dependencies

Last updated 5 years agofrom:77db65e5be. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 15 2024
R-4.5-winNOTENov 15 2024
R-4.5-linuxNOTENov 15 2024
R-4.4-winNOTENov 15 2024
R-4.4-macNOTENov 15 2024
R-4.3-winOKNov 15 2024
R-4.3-macOKNov 15 2024

Exports:ccdfplotcieviconfint.fitpotcvevicvplotegpdevicvfitpotfrcvppotprint.fitpotprint.summary.fitpotqpotsummary.fitpottdatathrselectTmTms.pvalue

Dependencies: