| Name : R-tea
| |
| Version : 1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:00:08
|
| Group : Development/Libraries/Other
| Source RPM : R-tea-1.1-lp153.2.13.src.rpm
|
| Size : 0.18 MB
| |
| Packager : (none)
| |
| Summary : Threshold Estimation Approaches
|
Description :
Different approaches for selecting the threshold in generalized Pareto
distributions. Most of them are based on minimizing the AMSE-criterion
or at least by reducing the bias of the assumed GPD-model. Others are
heuristically motivated by searching for stable sample paths, i.e. a
nearly constant region of the tail index estimator with respect to k,
which is the number of data in the tail. The third class is motivated
by graphical inspection. In addition, a sequential testing procedure
for GPD-GoF-tests is also implemented here.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
