gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto
distribution
This package computes the bootstrap goodness-of-fit test
for the generalized Pareto distribution by Villasenor-Alva and
Gonzalez-Estrada (2009). The null hypothesis includes heavy and
non-heavy tailed gPd's. A function for fitting the gPd to data
using the parameter estimation methods proposed in the same
article is also provided.
| Version: |
0.4 |
| Published: |
2011-08-14 |
| Author: |
Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva |
| Maintainer: |
Elizabeth Gonzalez Estrada <egonzalez at colpos.mx> |
| License: |
GPL (≥ 2) |
| CRAN checks: |
gPdtest results |
Downloads: