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mev
gpde
gpde function
Generalized Pareto distribution (expected shortfall parametrization)
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mev package
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Maintainer: Leo Belzile
License: GPL-3
Last published: 2024-07-09
Useful links
https://github.com/lbelzile/mev/issues/
https://lbelzile.github.io/mev/
https://github.com/lbelzile/mev/