ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Suggests: poweRlaw, evir
Published: 2019-10-15
Author: Joan del Castillo, David Moriña Soler and Isabel Serra
Maintainer: Isabel Serra <iserra at crm.cat>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: ercv results

Downloads:

Reference manual: ercv.pdf
Package source: ercv_1.0.1.tar.gz
Windows binaries: r-devel: ercv_1.0.1.zip, r-release: ercv_1.0.1.zip, r-oldrel: ercv_1.0.1.zip
macOS binaries: r-release: ercv_1.0.1.tgz, r-oldrel: ercv_1.0.1.tgz
Old sources: ercv archive

Reverse dependencies:

Reverse imports: distTails

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