evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
evmix is an R package (R Core Team 2017) with two interlinked toolsets: i) for extreme value modeling and ii) kernel density estimation. A key issue in univariate extreme value modeling is the choice of threshold beyond which the asymptotically motivated extreme value models provide a suitable tail...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2018-04-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3084 |