Other packages > Find by keyword >

smoothtail  

Smooth Estimation of GPD Shape Parameter
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("smoothtail", "2.0.6")



Attach the package and use:
library("smoothtail")
Maintained by
Kaspar Rufibach
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-12-02
Latest Update: 2025-04-05
Description:
Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log–concave density function. This procedure is justified by the fact that the GPD density is log–concave for gamma in [-1,0].
How to cite:
Kaspar Rufibach (2006). smoothtail: Smooth Estimation of GPD Shape Parameter. R package version 2.0.6, https://cran.r-project.org/web/packages/smoothtail. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:05), 1.0 (2006-12-02 16:31), 1.1.0 (2007-08-25 18:50), 1.1.1 (2007-10-04 15:19), 1.1.2 (2008-08-25 17:59), 1.1.3 (2009-06-04 18:55), 1.1.4 (2009-10-15 13:16), 2.0.0 (2010-08-31 07:57), 2.0.1 (2011-11-29 08:02), 2.0.3 (2014-02-06 08:28), 2.0.4 (2015-07-04 15:16), 2.0.5 (2016-07-13 10:19)
Other packages that cited smoothtail R package
View smoothtail citation profile
Other R packages that smoothtail depends, imports, suggests or enhances
Complete documentation for smoothtail
Functions, R codes and Examples using the smoothtail R package
Some associated functions: falk . falkMVUE . generalizedPick . gpd . lambdaGenPick . pickands . smoothtail-package . 
Some associated R codes: Full smoothtail package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

eyelinker  
Import ASC Files from EyeLink Eye Trackers
Imports plain-text ASC data files from EyeLink eye trackers into (relatively) tidy data frames for ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
hmeasure  
The H-Measure and Other Scalar Classification Performance Metrics
Classification performance metrics that are derived from the ROC curve of a classifier. The package ...
Download / Learn more Package Citations See dependency  
downlit  
Syntax Highlighting and Automatic Linking
Syntax highlighting of R code, specifically designed for the needs of 'RMarkdown' packages like 'pk ...
Download / Learn more Package Citations See dependency  
injectoR  
R Dependency Injection
R dependency injection framework. Dependency injection allows a program design to follow the depend ...
Download / Learn more Package Citations See dependency  
data360r  
Wrapper for 'TCdata360' and 'Govdata360' API
Makes it easy to engage with the Application Program Interface (API) of the 'TCdata360' and 'Govdat ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA