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Revision as of 11:55, 7 March 2024
Miscellaneous Utilities for Extreme Value Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | nieve |
Miscellaneous Utilities for Extreme Value Analysis |
Statements
5 October 2023
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Provides utility functions and objects for Extreme Value Analysis. These include probability functions with their exact derivatives w.r.t. the parameters that can be used for estimation and inference, even with censored observations. The transformations exchanging the two parameterizations of Peaks Over Threshold (POT) models: Poisson-GP and Point-Process are also provided with their derivatives.
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expanded from: GPL (≥ 2) (English)
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