extrememix (Q7386771)
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Bayesian Estimation of Extreme Value Mixture Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | extrememix |
Bayesian Estimation of Extreme Value Mixture Models |
Statements
Fits extreme value mixture models, which are models for tails not requiring selection of a threshold, for continuous data. It includes functions for model comparison, estimation of quantity of interest in extreme value analysis and plotting. Reference: CN Behrens, HF Lopes, D Gamerman (2004) <doi:10.1191/1471082X04st075oa>. FF do Nascimento, D. Gamerman, HF Lopes <doi:10.1007/s11222-011-9270-z>.
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4 October 2024
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