extremefit
| swMATH ID: | 40017 |
| Software Authors: | Durrieu, Gilles; Grama, Ion; Jaunatre, Kevin; Pham, Quang-Khoai; Tricot, Jean-Marie |
| Description: | R package extremefit: 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. |
| Homepage: | https://cran.r-project.org/web/packages/extremefit/index.html |
| Source Code: |
 https://github.com/cran/extremefit
|
| Dependencies: | R |
| Keywords: | nonparametric estimation; tail conditional probabilities; extreme conditional quantile; adaptive estimation; application; case study; R; R package; jstatsoft |
| Related Software: | fExtremes; CRAN Task Views; extRemes; copula; texmex; evd; SpatialExtremes; ismev; evir; R; hkevp; ExtremalDep; lmomco; CRAN; extremogram; rstan; futureheatwaves; evt0; QRM; ercv |
| Cited in: | 2 Documents |
Standard Articles
| 1 Publication describing the Software | Year |
|---|---|
|
extremefit: A Package for Extreme Quantiles Link Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot |
2018
|
all
top 5
Cited by 8 Authors
| 1 | Asiedu, Louis |
| 1 | Ayiah-Mensah, Francis |
| 1 | Belzile, Léo R. |
| 1 | Dutang, Christophe |
| 1 | Mettle, Felix Okoe |
| 1 | Minkah, Richard |
| 1 | Northrop, Paul J. |
| 1 | Opitz, Thomas |
Cited in 2 Serials
| 1 | Extremes |
| 1 | Journal of Applied Mathematics |
Cited in 1 Field
| 2 | Statistics (62-XX) |
