spd (2.0-1)

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Semi Parametric Distribution.

http://www.unstarched.net
https://bitbucket.org/alexiosg
http://cran.r-project.org/web/packages/spd

The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos <alexios@4dscape.com>

License: GPL

Uses: KernSmooth
Reverse suggests: rugarch

Released almost 2 years ago.


6 previous versions

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