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DESCRIPTION
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DESCRIPTION
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Package: gfiExtremes
Type: Package
Title: Generalized Fiducial Inference for Extremes
Version: 1.0.1
Authors@R: c(
person("Stéphane", "Laurent", role = c("aut", "cre"),
email = "laurent_step@outlook.fr"),
person("Jan", "Hannig", role = "aut"),
person("Damian", "V. Wandler", role = "aut")
)
Maintainer: Stéphane Laurent <laurent_step@outlook.fr>
Description: Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.
License: GPL (>= 2)
Depends: coda
Imports: Rcpp (>= 1.0.5), parallel, doParallel, foreach, stats
LinkingTo: Rcpp, BH, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.1.1
URL: https://github.com/stla/gfiExtremes
BugReports: https://github.com/stla/gfiExtremes/issues
Suggests:
knitr,
rmarkdown
VignetteBuilder: knitr
SystemRequirements: C++ 17