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.

Version: 2.11
Depends: stats, graphics, MASS, splines, gsl, SparseM, grDevices
Published: 2018-06-06
Author: Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
Maintainer: Carl Scarrott <carl.scarrott at canterbury.ac.nz>
License: GPL-3
URL: http://www.math.canterbury.ac.nz/~c.scarrott/evmix
NeedsCompilation: no
Citation: evmix citation info
In views: Distributions, ExtremeValue
CRAN checks: evmix results


Reference manual: evmix.pdf
Package source: evmix_2.11.tar.gz
Windows binaries: r-devel: evmix_2.11.zip, r-release: evmix_2.11.zip, r-oldrel: evmix_2.11.zip
OS X binaries: r-release: evmix_2.11.tgz, r-oldrel: evmix_2.11.tgz
Old sources: evmix archive

Reverse dependencies:

Reverse imports: OpVaR
Reverse suggests: CTRE


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