Package: tea
Type: Package
Title: Threshold Estimation Approaches
Version: 1.1
Date: 2020-04-17
Author: Johannes Ossberger
Maintainer: Johannes Ossberger <johannes.ossberger@gmail.com>
Description: Different approaches for selecting the threshold in
        generalized Pareto distributions. Most of them are based on
        minimizing the AMSE-criterion or at least by reducing the bias
        of the assumed GPD-model. Others are heuristically motivated by
        searching for stable sample paths, i.e. a nearly constant
        region of the tail index estimator with respect to k, which is
        the number of data in the tail. The third class is motivated by
        graphical inspection. In addition, a sequential testing
        procedure for GPD-GoF-tests is also implemented here.
License: GPL-3
Imports: Matrix, stats, graphics
RoxygenNote: 6.1.1
Packaged: 2026-10-20 10:30:04 UTC; root
NeedsCompilation: no
Repository: https://cran.r-universe.dev
Date/Publication: 2020-04-19 14:00:06 UTC
RemoteUrl: https://github.com/cran/tea
RemoteRef: HEAD
RemoteSha: d0fb4bd0840f83457fac548cfd456e27889aaed5