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 |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=gPdtest
to link to this page.