Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
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Results 1 - 7 of 7 found.
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GPDTAILS-class (Package: spd) : Class: GPDTAILS

Class: SPD with Generalized Pareto Distribution (GPD) Tails
● Data Source: CranContrib
● Keywords: classes
● Alias: GPDTAILS, GPDTAILS-class
● 0 images

plot-methods (Package: spd) : Method: Plotting (S4) for implemented S4 classes

Locally implemented and modified methods for plotting the fit of the GPDFIT object (taken from package fExtremes), and the overall fit of the GPDTAILS object.
● Data Source: CranContrib
● Keywords: methods
● Alias: plot, plot,ANY,ANY-method, plot,GPDFIT,missing-method, plot,GPDTAILS,missing-method, plot-methods
● 0 images

GPDFIT-class (Package: spd) : Class: Generalized Pareto Distribution

Locally implemented and slightly modified class for the generalized pareto distribution (gpd) fit, borrowed from package fExtremes. Created on modelling the tails of the data by spdfit
● Data Source: CranContrib
● Keywords: classes
● Alias: GPDFIT, GPDFIT-class, show,GPDFIT-method
● 0 images

SPD-class (Package: spd) : Class: Semi-Parametric Distribution

Virtual Class for holding the tail fit and kernel interior objects.
● Data Source: CranContrib
● Keywords: classes
● Alias: SPD, SPD-class, show,SPD-method
● 0 images

spd-package (Package: spd) : The Semi-Parametric Distribution (spd) package

The Semi-Parametric Distribution is a piecewise distribution constructed by parametrically modelling the tails of the distribution using an appropriate distribution (e.g. generalized pareto) and the interior by kernel methods. The package implements fit, distribution, density, quantile and random number generation. Currently, only the generalized pareto distribution is implemented for modelling the tails, but the package can easily be extended.
● Data Source: CranContrib
● Keywords:
● Alias: spd, spd-package
● 0 images

spdfit-methods (Package: spd) : Method: Fitting the Semi-Parametric Distribution

The semi-parametric distribution fitting method.
● Data Source: CranContrib
● Keywords: methods
● Alias: spdfit, spdfit,ANY-method, spdfit-methods
● 0 images

spd-methods (Package: spd) : Method: Semi-Parametric Distribution

Density, Distribution, Quantile and Random Number Generation methods for the Semi-Parametric Distribution.
● Data Source: CranContrib
● Keywords: distribution
● Alias: dspd, dspd,ANY,ANY,ANY-method, dspd,vector,SPD,logical-method, dspd,vector,SPD,missing-method, dspd-methods, pspd, pspd,ANY,ANY,ANY-method, pspd,vector,SPD,logical-method, pspd,vector,SPD,missing-method, pspd-methods, qspd, qspd,ANY,ANY,ANY-method, qspd,vector,SPD,logical-method, qspd,vector,SPD,missing-method, qspd-methods, rspd, rspd,ANY,ANY,ANY-method, rspd,vector,SPD,logical-method, rspd,vector,SPD,missing-method, rspd-methods
● 0 images