gfiExtremes: Generalized Fiducial Inference for Extremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.

Version:	1.0.0
Depends:	coda
Imports:	Rcpp (≥ 1.0.5), parallel, doParallel, foreach, stats
LinkingTo:	Rcpp, BH, RcppArmadillo
Suggests:	knitr, rmarkdown
Published:	2020-11-26
Author:	Stéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut]
Maintainer:	Stéphane Laurent <laurent_step at outlook.fr>
BugReports:	https://github.com/stla/gfiExtremes/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/stla/gfiExtremes
NeedsCompilation:	yes
Materials:	README NEWS
CRAN checks:	gfiExtremes results

Documentation:

Reference manual:	gfiExtremes.pdf
Vignettes:	The 'gfiExtremes' package

Downloads:

Package source:	gfiExtremes_1.0.0.tar.gz
Windows binaries:	r-devel: gfiExtremes_1.0.0.zip, r-release: gfiExtremes_1.0.0.zip, r-oldrel: gfiExtremes_1.0.0.zip
macOS binaries:	r-release (arm64): gfiExtremes_1.0.0.tgz, r-oldrel (arm64): gfiExtremes_1.0.0.tgz, r-release (x86_64): gfiExtremes_1.0.0.tgz, r-oldrel (x86_64): gfiExtremes_1.0.0.tgz

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