Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.
| Version: | 1.1.0 |
| Depends: | R (≥ 2.10) |
| Suggests: | survival, R.rsp |
| Published: | 2025-08-19 |
| DOI: | 10.32614/CRAN.package.extremefit |
| Author: | Gilles Durrieu [aut], Ion Grama [aut], Kevin Jaunatre [aut, cre], Quang-Khoai Pham [aut], Jean-Marie Tricot [aut] |
| Maintainer: | Kevin Jaunatre <kevin.jaunatre at hotmail.fr> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| Citation: | extremefit citation info |
| In views: | Distributions, ExtremeValue |
| CRAN checks: | extremefit results |
| Reference manual: | extremefit.html , extremefit.pdf |
| Vignettes: |
extremefit: Estimation of extreme quantiles and probabilities of rare events (source) |
| Package source: | extremefit_1.1.0.tar.gz |
| Windows binaries: | r-devel: extremefit_1.1.0.zip, r-release: extremefit_1.1.0.zip, r-oldrel: extremefit_1.1.0.zip |
| macOS binaries: | r-release (arm64): extremefit_1.1.0.tgz, r-oldrel (arm64): extremefit_1.1.0.tgz, r-release (x86_64): extremefit_1.1.0.tgz, r-oldrel (x86_64): extremefit_1.1.0.tgz |
| Old sources: | extremefit archive |
| Reverse imports: | sbde |
| Reverse suggests: | fitteR |
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