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: 1.0.1
Depends: R (≥ 2.10)
Suggests: survival, R.rsp
Published: 2019-01-15
Author: Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Maintainer: Kevin Jaunatre <kevin.jaunatre at hotmail.fr>
License: GPL-2
NeedsCompilation: no
Citation: extremefit citation info
In views: Distributions, ExtremeValue
CRAN checks: extremefit results

Downloads:

Reference manual: extremefit.pdf
Vignettes: extremefit: Estimation of extreme quantiles and probabilities of rare events
Package source: extremefit_1.0.1.tar.gz
Windows binaries: r-devel: extremefit_1.0.0.zip, r-release: extremefit_1.0.0.zip, r-oldrel: extremefit_1.0.0.zip
OS X binaries: r-release: extremefit_1.0.0.tgz, r-oldrel: extremefit_1.0.0.tgz
Old sources: extremefit archive

Reverse dependencies:

Reverse suggests: fitteR

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