This package computes the bootstrap goodness-of-fit test for the generalized Pareto distribution by Villasenor-Alva and Gonzalez-Estrada (2009). The null hypothesis includes heavy and non-heavy tailed gPd's. A function for fitting the gPd to data using the parameter estimation methods proposed in the same article is also provided.
| Version: | 0.4 |
| Published: | 2012-10-29 |
| Author: | Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva |
| Maintainer: | Elizabeth Gonzalez Estrada <egonzalez at colpos.mx> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | gPdtest results |
| Reference manual: | gPdtest.pdf |
| Package source: | gPdtest_0.4.tar.gz |
| Windows binaries: | r-devel: gPdtest_0.4.zip, r-release: gPdtest_0.4.zip, r-oldrel: gPdtest_0.4.zip |
| macOS binaries: | r-release: gPdtest_0.4.tgz, r-oldrel: gPdtest_0.4.tgz |
| Old sources: | gPdtest archive |
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