gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto
distribution
This package computes the bootstrap goodness-of-fit test
for the generalized Pareto distribution by Villasenor-Alva and
Gonzalez-Estrada (2009). The null hypothesis includes heavy and
non-heavy tailed gPd's. A function for fitting the gPd to data
using the parameter estimation methods proposed in the same
article is also provided.
| Version: |
0.4 |
| Published: |
2012-10-29 |
| Author: |
Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva |
| Maintainer: |
Elizabeth Gonzalez Estrada <egonzalez at colpos.mx> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
gPdtest results |
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