Generalized Fiducial Inference for Extremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) .


Reference manual

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1.0.0 by St├ęphane Laurent, a year ago

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Authors: St├ęphane Laurent [aut, cre] , Jan Hannig [aut] , Damian V. Wandler [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, parallel, doParallel, foreach, stats

Depends on coda

Suggests knitr, rmarkdown

Linking to Rcpp, BH, RcppArmadillo

See at CRAN