gfiExtremes: Generalized Fiducial Inference for Extremes
Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.
| Version: | 1.0.1 |
| Depends: | coda |
| Imports: | Rcpp (≥ 1.0.5), parallel,doParallel,foreach, stats |
| LinkingTo: | Rcpp,BH,RcppArmadillo |
| Suggests: | knitr,rmarkdown |
| Published: | 2024-01-25 |
| DOI: | 10.32614/CRAN.package.gfiExtremes |
| Author: | Stéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut] |
| Maintainer: | Stéphane Laurent <laurent_step at outlook.fr> |
| BugReports: | https://github.com/stla/gfiExtremes/issues |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/stla/gfiExtremes |
| NeedsCompilation: | yes |
| SystemRequirements: | C++ 17 |
| Materials: | README,NEWS |
| CRAN checks: | gfiExtremes results |
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