Package: ercv 1.0.2

Sergi Vilardell

ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.

Authors:Joan del Castillo [aut], David Moriña Soler [aut], Isabel Serra [aut], Sergi Vilardell [cre]

ercv_1.0.2.tar.gz
ercv_1.0.2.zip(r-4.7-any)ercv_1.0.2.zip(r-4.6-any)
ercv_1.0.2.tar.gz(r-4.7-any)ercv_1.0.2.tar.gz(r-4.6-any)
ercv_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ercv/json (API)

# Install 'ercv' in R:
install.packages('ercv', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • BIFP - EEMBC AutoBench suite
  • bilbao - Bilbao waves data set
  • EURUSD - Euro/Dollar daily exchange rates
  • FFT - EEMBC AutoBench suite
  • iFFT - EEMBC AutoBench suite
  • MA - EEMBC AutoBench suite

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.56 score 1 packages 12 scripts 333 downloads 18 exports 0 dependencies

Last updated from:3bd9fb7ed4. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK77
source / vignettesOK175
linux-releaseOK93
windows-develOK87
windows-releaseOK66
wasm-releaseOK62

Exports:ccdfplotcieviconfint.fitpotcvevicvplotegpdevicvfitpotfrcvppotprint.fitpotprint.summary.fitpotqpotsummary.fitpottdatathrselectTmTms.pvalue

Dependencies: