extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Version: 0.2.0
Depends: R (≥ 2.10)
Published: 2016-12-02
Author: Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Maintainer: Kevin Jaunatre <kevin.jaunatre at univ-ubs.fr>
License: GPL-2
NeedsCompilation: no
In views: Distributions, ExtremeValue
CRAN checks: extremefit results

Downloads:

Reference manual: extremefit.pdf
Package source: extremefit_0.2.0.tar.gz
Windows binaries: r-devel: extremefit_0.2.0.zip, r-release: extremefit_0.2.0.zip, r-oldrel: extremefit_0.2.0.zip
OS X Mavericks binaries: r-release: extremefit_0.2.0.tgz, r-oldrel: extremefit_0.2.0.tgz
Old sources: extremefit archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=extremefit to link to this page.