extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Version: 0.2.3
Depends: R (≥ 2.10)
Published: 2017-11-17
Author: Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Maintainer: Kevin Jaunatre <kevin.jaunatre at univ-ubs.fr>
License: GPL-2
NeedsCompilation: no
In views: Distributions, ExtremeValue
CRAN checks: extremefit results


Reference manual: extremefit.pdf
Package source: extremefit_0.2.3.tar.gz
Windows binaries: r-devel: extremefit_0.2.3.zip, r-release: extremefit_0.2.3.zip, r-oldrel: extremefit_0.2.3.zip
OS X El Capitan binaries: r-release: extremefit_0.2.3.tgz
OS X Mavericks binaries: r-oldrel: extremefit_0.2.3.tgz
Old sources: extremefit archive

Reverse dependencies:

Reverse suggests: fitteR


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