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) |