ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

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) <doi:10.1111/sjos.12037>.

Version:	1.0.1
Depends:	R (≥ 3.5.0)
Suggests:	poweRlaw, evir
Published:	2019-10-15
Author:	Joan del Castillo, David Moriña Soler and Isabel Serra
Maintainer:	Isabel Serra <iserra at crm.cat>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	ExtremeValue
CRAN checks:	ercv results

Documentation:

Reference manual:

ercv.pdf

Downloads:

Package source:	ercv_1.0.1.tar.gz
Windows binaries:	r-devel: ercv_1.0.1.zip, r-release: ercv_1.0.1.zip, r-oldrel: ercv_1.0.1.zip
macOS binaries:	r-release (arm64): ercv_1.0.1.tgz, r-oldrel (arm64): ercv_1.0.1.tgz, r-release (x86_64): ercv_1.0.1.tgz, r-oldrel (x86_64): ercv_1.0.1.tgz
Old sources:	ercv archive

Reverse dependencies:

Reverse imports:

distTails

Linking:

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