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) .


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install.packages("gfiExtremes")

1.0.0 by St├ęphane Laurent, 5 months ago


https://github.com/stla/gfiExtremes


Report a bug at https://github.com/stla/gfiExtremes/issues


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


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