Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.


Reference manual

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1.0.2 by Kevin Jaunatre, 2 years ago

Browse source code at

Authors: Gilles Durrieu , Ion Grama , Kevin Jaunatre , Quang-Khoai Pham , Jean-Marie Tricot

Documentation:   PDF Manual  

Task views: Probability Distributions, Extreme Value Analysis

GPL-2 license

Suggests survival, R.rsp

Suggested by fitteR.

See at CRAN