nieve (Q57610)

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Miscellaneous Utilities for Extreme Value Analysis
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nieve
Miscellaneous Utilities for Extreme Value Analysis

    Statements

    0.1.2
    16 March 2023
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    0.1.0
    2 December 2022
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    0.1.1
    6 December 2022
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    0.1.3
    5 October 2023
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    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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