Last data update: 2014.03.03

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logcondens.mode : Compute MLE of Log-Concave Density on R with Fixed Mode, and Perform Inference for the Mode.

Package: logcondens.mode
Type: Package
Title: Compute MLE of Log-Concave Density on R with Fixed Mode, and
Perform Inference for the Mode.
Version: 1.0.1
Date: 2013-07-10
Author: Charles Doss
Maintainer: Charles Doss <cdoss@stat.washington.edu>
Description: Computes maximum likelihood estimate of a log-concave density with fixed and known location of the mode. Performs inference about the mode via a likelihood ratio test. Extension of the logcondens package.
License: GPL (>= 2)
Depends: logcondens
Imports: distr
LazyLoad: yes
Packaged: 2013-09-12 15:17:02 UTC; cdoss
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-09-12 18:31:44

● Data Source: CranContrib
● 0 images, 12 functions, 1 datasets
● Reverse Depends: 0

smoothtail : Smooth Estimation of GPD Shape Parameter

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

● Data Source: CranContrib
● 0 images, 7 functions, 0 datasets
● Reverse Depends: 0