extremefit (0.2.3)

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 over 2 years ago.