evmix (2.12)

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Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation.


The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

Maintainer: Carl Scarrott
Author(s): Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury

License: GPL-3

Uses: gsl, MASS, SparseM
Reverse depends: Kernelheaping
Reverse suggests: CTRE

Released 3 months ago.

12 previous versions



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