evmix (2.4)

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

http://www.math.canterbury.ac.nz/~c.scarrott/evmix
http://cran.r-project.org/web/packages/evmix

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 and Yang Hu, University of Canterbury

License: GPL-3

Uses: Does not use any package
Reverse depends: Kernelheaping
Reverse suggests: CTRE

Released almost 5 years ago.