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gfiExtremes  

Generalized Fiducial Inference for Extremes
View on CRAN: Click here


Download and install gfiExtremes package within the R console
Install from CRAN:
install.packages("gfiExtremes")

Install from Github:
library("remotes")
install_github("cran/gfiExtremes")

Install by package version:
library("remotes")
install_version("gfiExtremes", "1.0.1")



Attach the package and use:
library("gfiExtremes")
Maintained by
Stéphane Laurent
[Scholar Profile | Author Map]
First Published: 2020-11-26
Latest Update: 2024-01-25
Description:
Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) .
How to cite:
Stéphane Laurent (2020). gfiExtremes: Generalized Fiducial Inference for Extremes. R package version 1.0.1, https://cran.r-project.org/web/packages/gfiExtremes. Accessed 04 May. 2025.
Previous versions and publish date:
1.0.0 (2020-11-26 17:30)
Other packages that cited gfiExtremes R package
View gfiExtremes citation profile
Other R packages that gfiExtremes depends, imports, suggests or enhances
Complete documentation for gfiExtremes
Functions, R codes and Examples using the gfiExtremes R package
Some associated functions: GPareto . gfigpd1 . gfigpd2 . joinMCMCchains . thresholdEstimate . 
Some associated R codes: RcppExports.R . gpareto.R . internal.R . main1.R . main2.R . utils.R .  Full gfiExtremes package functions and examples
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