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
ercv_1.0.1.zip(r-4.5)ercv_1.0.1.zip(r-4.4)ercv_1.0.1.zip(r-4.3)
ercv_1.0.1.tgz(r-4.4-any)ercv_1.0.1.tgz(r-4.3-any)
ercv_1.0.1.tar.gz(r-4.5-noble)ercv_1.0.1.tar.gz(r-4.4-noble)
ercv_1.0.1.tgz(r-4.4-emscripten)ercv_1.0.1.tgz(r-4.3-emscripten)
ercv.pdf |ercv.html✨
ercv/json (API)

Peer review:

On CRAN:

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

18 exports 0.36 score 0 dependencies 1 dependents 11 scripts 212 downloads

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

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

Dependencies: