Package: smoothtail
Type: Package
Title: Smooth Estimation of GPD Shape Parameter
Version: 2.0.6
Date: 2025-05-04
Authors@R: 
    c(person(given = "Kaspar", family = "Rufibach", role = c("aut", "cre"), email = "kaspar.rufibach@gmail.com"),
    person(given = "Samuel", family = "Mueller", role = "aut"))
Maintainer: Kaspar Rufibach <kaspar.rufibach@gmail.com>
Depends: logcondens (>= 2.0.0)
Imports: stats
Description: Given independent and identically distributed observations X(1), ..., X(n) from a Generalized Pareto distribution with shape parameter gamma in [-1,0], offers several estimates to compute estimates of gamma. The estimates are based on the principle of replacing the order statistics by quantiles of a distribution function based on a log--concave density function. This procedure is justified by the fact that the GPD density is log--concave for gamma in [-1,0].
License: GPL (>= 2)
URL: http://www.kasparrufibach.ch
NeedsCompilation: no
Packaged: 2025-04-05 15:04:09 UTC; kaspa
Author: Kaspar Rufibach [aut, cre],
  Samuel Mueller [aut]
Repository: CRAN
Date/Publication: 2025-04-05 15:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 04:54:00 UTC; unix
