extremefit (0.2.3)

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Estimation of Extreme Conditional Quantiles and Probabilities.


Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

Maintainer: Kevin Jaunatre
Author(s): Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot

License: GPL-2

Uses: Does not use any package
Reverse suggests: fitteR

Released 4 months ago.

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