smoothtail

Package: smoothtail
Type: Package
Title: Smooth Estimation of GPD Shape Parameter
Version: 2.0.4
Date: 2015-07-03
Author: Kaspar Ru{f}{i}bach <kaspar.rufibach@gmail.com> and Samuel Mueller <samuel.mueller@sydney.edu.au>
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Depends: logcondens (>= 2.0.0)
Imports: stats
Description: Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch
www.maths.usyd.edu.au/ut/people?who=S_Mueller
Packaged: 2015-07-04 12:34:15 UTC; rufibach
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-07-04 15:16:29

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'smoothtail' ...
** package 'smoothtail' successfully unpacked and MD5 sums checked
** R
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'smoothtail'
    finding HTML links ... done
    falk                                    html  
    falkMVUE                                html  
    generalizedPick                         html  
    gpd                                     html  
    lambdaGenPick                           html  
    pickands                                html  
    smoothtail-package                      html  
    finding level-2 HTML links ... done

** building package indices
** testing if installed package can be loaded
* DONE (smoothtail)
Making 'packages.html' ... done