Package: evmix
Title: Extreme Value Mixture Modelling, Threshold Estimation and
Boundary Corrected Kernel Density Estimation
Version: 2.10
Date: 2018-04-15
Author: Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
Maintainer: Carl Scarrott <carl.scarrott@canterbury.ac.nz>
Depends: stats, graphics, MASS, splines, gsl, SparseM, grDevices
Description: The usual distribution functions, maximum likelihood inference and
model diagnostics for univariate stationary extreme value mixture models
are provided. Kernel density estimation including various boundary
corrected kernel density estimation methods and a wide choice of kernels,
with cross-validation likelihood based bandwidth estimator.
Reasonable consistency with the base functions in the 'evd' package is
provided, so that users can safely interchange most code.
License: GPL-3
URL: http://www.math.canterbury.ac.nz/~c.scarrott/evmix
Repository: CRAN
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2018-04-15 10:51:21 UTC; admin
Date/Publication: 2018-04-15 19:03:04 UTC

Package: evmix
Title: Extreme Value Mixture Modelling, Threshold Estimation and
Boundary Corrected Kernel Density Estimation
Version: 2.11
Date: 2018-06-06
Author: Carl Scarrott, Yang Hu and Alfadino Akbar, University of Canterbury
Maintainer: Carl Scarrott <carl.scarrott@canterbury.ac.nz>
Depends: stats, graphics, MASS, splines, gsl, SparseM, grDevices
Description: The usual distribution functions, maximum likelihood inference and
model diagnostics for univariate stationary extreme value mixture models
are provided. Kernel density estimation including various boundary
corrected kernel density estimation methods and a wide choice of kernels,
with cross-validation likelihood based bandwidth estimator.
Reasonable consistency with the base functions in the 'evd' package is
provided, so that users can safely interchange most code.
License: GPL-3
URL: http://www.math.canterbury.ac.nz/~c.scarrott/evmix
Repository: CRAN
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2018-06-06 09:16:41 UTC; csc51
Date/Publication: 2018-06-06 09:52:54 UTC