evmix
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.
- Version2.12
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- evmix citation info
- Last release09/03/2019
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Team
Carl Scarrott
Yang Hu
Show author detailsRolesAuthorAlfadino Akbar
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- Depends3 packages
- Reverse Imports3 packages
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