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)
- Version1.0.1
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release10/15/2019
Documentation
Team
Isabel Serra
Joan del Castillo, David Moriña Soler and Isabel Serra
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- Depends1 package
- Suggests2 packages
- Reverse Imports1 package