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>.
| Version: | 1.0.0 |
| Depends: | R (≥ 2.15.0) |
| Suggests: | poweRlaw, evir |
| Published: | 2017-07-17 |
| Author: | Joan del Castillo, David Moriña Soler and Isabel Serra |
| Maintainer: | Isabel Serra <iserra at crm.cat> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | ercv results |
| Reference manual: | ercv.pdf |
| Package source: | ercv_1.0.0.tar.gz |
| Windows binaries: | r-devel: ercv_1.0.0.zip, r-release: ercv_1.0.0.zip, r-oldrel: ercv_1.0.0.zip |
| OS X binaries: | r-release: ercv_1.0.0.tgz, r-oldrel: ercv_1.0.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=ercv to link to this page.