R-gPdtest - Bootstrap goodness-of-fit test for the generalized Paret
| Website: | http://cran.at.r-project.org/web/packages/gPdtest/index.html |
|---|---|
| License: | GPL (>= 2) |
- Description:
This package computes the bootstrap goodness-of-fit test for the generalized Pareto distribution proposed by Villasenor-Alva and Gonzalez-Estrada (2009). The null hypothesis includes heavy and non-heavy tailded gPd's. A function for fitting the gPd to data using the parameter estimation methods proposed in the same article is also provided.
Packages
| R-gPdtest-0.0.1-1.fc12.noarch [20 KiB] |
Changelog
by pingou (2010-03-25):
- initial package for Fedora |