| Name : R-evt0
| |
| Version : 1.1.5
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.1
| Date : 2024-07-09 09:51:05
|
| Group : Development/Libraries/Other
| Source RPM : R-evt0-1.1.5-lp153.1.1.src.rpm
|
| Size : 0.13 MB
| |
| Packager : (none)
| |
| Summary : Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
|
Description :
The R package proposes extreme value index estimators for heavy tailed
models by mean of order p < DOI:10.1016/j.csda.2012.07.019>, peaks over
random threshold < DOI:10.57805/revstat.v4i3.37> and a bias-reduced
estimator < DOI:10.1080/00949655.2010.547196>. The package also computes
moment, generalised Hill < DOI:10.2307/3318416> and mixed moment
estimates for the extreme value index. High quantiles and value at risk
estimators based on these estimators are implemented.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
