ercv
Fitting Tails by the Empirical Residual Coefficient of Variation
Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | ercv_1.0.1.tar.gz |
140.9 KiB |
1.0.1 |
rolling linux/noble R-4.5 | ercv_1.0.1.tar.gz |
140.8 KiB |
1.0.1 |
rolling source/ R- | ercv_1.0.1.tar.gz |
57.9 KiB |
1.0.1 |
latest linux/jammy R-4.5 | ercv_1.0.1.tar.gz |
140.9 KiB |
1.0.1 |
latest linux/noble R-4.5 | ercv_1.0.1.tar.gz |
140.8 KiB |
1.0.1 |
latest source/ R- | ercv_1.0.1.tar.gz |
57.9 KiB |
1.0.1 |
2026-04-26 source/ R- | ercv_1.0.1.tar.gz |
57.9 KiB |
1.0.1 |
2026-04-23 source/ R- | ercv_1.0.1.tar.gz |
57.9 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | ercv_1.0.1.zip |
144.0 KiB |
1.0.1 |
2025-04-20 source/ R- | ercv_1.0.1.tar.gz |
57.9 KiB |