evmix

Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

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Description file content

Package
evmix
Title
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
Version
2.11
Date
2018-06-06
Author
Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
Maintainer
Carl Scarrott
Depends
stats, graphics, MASS, splines, gsl, SparseM, grDevices
Description
The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.
License
GPL-3
URL
Repository
CRAN
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2018-06-06 09:16:41 UTC; csc51
Date/Publication
2018-06-06 09:52:54 UTC

install.packages('evmix')

2.11

16 days ago

http://www.math.canterbury.ac.nz/~c.scarrott/evmix

Carl Scarrott

GPL-3

Depends on

stats, graphics, MASS, splines, gsl, SparseM, grDevices

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