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ercv
View on CRAN: Click
here
Download and install ercv package within the R console
Install from CRAN:
install.packages("ercv")
Install from Github:
library("remotes")
install_github("cran/ercv")
Install by package version:
library("remotes")
install_version("ercv", "1.0.1")
Attach the package and use:
library("ercv")
Maintained by
Isabel Serra
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-17
Latest Update: 2019-10-15
Description:
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) .
How to cite:
Isabel Serra (2017). ercv: Fitting Tails by the Empirical Residual Coefficient of Variation. R package version 1.0.1, https://cran.r-project.org/web/packages/ercv
Previous versions and publish date:
1.0.0 (2017-07-17 17:08)
Other packages that cited ercv R package
View ercv citation profile
Other R packages that ercv depends,
imports, suggests or enhances
Functions, R codes and Examples using
the ercv R package
Some associated functions: BIFP . EURUSD . FFT . MA . Tm . bilbao . ccdfplot . cievi . cvevi . cvplot . ercv-internal . ercv-package . evicv . fitpot . iFFT . ppot . qpot . tdata . thrselect .
Some associated R codes: Tm.R . Tms.pvalue.R . ccdfplot.R . cievi.R . confint.fitpot.R . cvevi.R . cvplot.R . egpd.R . evicv.R . fitpot.R . frcv.R . ppot.R . print.fitpot.R . print.summary.fitpot.R . qpot.R . summary.fitpot.R . tdata.R . thrselect.R . Full ercv package functions and examples
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