spd

MaRDI QIDQ27782swMATHCRANFDO

Authors Alexios Ghalanos

Last update 3 July 2015

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2.0-1

Official website https://cran.r-project.org/web/packages/spd/index.html

Source code repository https://github.com/cran/spd

Cited in

(7)

• gPdtest
• nsRFA
• smoothtail
• rugarch
• rmgarch
• A double generalized Pareto distribution
• Importance sampling and stratification for copula models

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