extremefit (0.2.5)

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: survival
Reverse suggests: fitteR

Released about 1 year ago.