| Name : R-smoothtail
| |
| Version : 2.0.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.5.4
| Date : 2024-06-14 11:46:10
|
| Group : Development/Libraries/Other
| Source RPM : R-smoothtail-2.0.5-lp153.5.4.src.rpm
|
| Size : 0.05 MB
| |
| Packager : (none)
| |
| Summary : Smooth Estimation of GPD Shape Parameter
|
Description :
Given independent and identically distributed observations X(1), ...,
X(n) from a Generalized Pareto distribution with shape parameter gamma
in [-1,0], offers several estimates to compute estimates of gamma. The
estimates are based on the principle of replacing the order statistics
by quantiles of a distribution function based on a log--concave density
function. This procedure is justified by the fact that the GPD density
is log--concave for gamma in [-1,0].
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
