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.


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install.packages("gPdtest")

0.4 by Elizabeth Gonzalez Estrada, 9 years ago


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


Authors: Elizabeth Gonzalez Estrada , Jose A. Villasenor Alva


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN