spd (2.0-1)

Semi Parametric Distribution.

http://www.unstarched.net
https://bitbucket.org/alexiosg
http://cran.r-project.org/web/packages/spd

The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

Maintainer: Alexios Ghalanos
Author(s): Alexios Ghalanos <alexios@4dscape.com>

License: GPL

Uses: KernSmooth
Reverse suggests: rugarch

Released over 4 years ago.