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tea
View on CRAN: Click
here
Download and install tea package within the R console
Install from CRAN:
install.packages("tea")
Install from Github:
library("remotes")
install_github("cran/tea")
Install by package version:
library("remotes")
install_version("tea", "1.1")
Attach the package and use:
library("tea")
Maintained by
Johannes Ossberger
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-01-22
Latest Update: 2020-04-19
Description:
Different approaches for selecting the threshold in generalized Pareto distributions. Most of them are based on minimizing the AMSE-criterion or at least by reducing the bias of the assumed GPD-model. Others are heuristically motivated by searching for stable sample paths, i.e. a nearly constant region of the tail index estimator with respect to k, which is the number of data in the tail. The third class is motivated by graphical inspection. In addition, a sequential testing procedure for GPD-GoF-tests is also implemented here.
How to cite:
Johannes Ossberger (2017). tea: Threshold Estimation Approaches. R package version 1.1, https://cran.r-project.org/web/packages/tea
Previous versions and publish date:
1.0 (2017-01-22 17:02)
Other packages that cited tea R package
View tea citation profile
Other R packages that tea depends,
imports, suggests or enhances
Functions, R codes and Examples using
the tea R package
Some associated functions: DK . GH . HW . Himp . PS . RT . TH . althill . avhill . dAMSE . danielsson . danish . eye . ggplot . gomes . gpd . gpdFit . hall . mindist . qqestplot . qqgpd . sumplot . tea-package .
Some associated R codes: DK.R . GH.R . HW.R . Himp.R . PS.R . RT.R . TH.R . althill.R . avhill.R . dAMSE.R . danielsson.R . eye.R . ggplot.R . gomes.R . gpd.R . gpdFit.R . hall.R . helper.R . mindist.R . qqestplot.R . qqgpd.R . sumplot.R . Full tea package functions and examples
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