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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("extremefit")

1.0.2 by Kevin Jaunatre, 2 years ago


Browse source code at https://github.com/cran/extremefit


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