Miscellaneous Utilities for Extreme Value Analysis
Density, Distribution Function, Quantile Function and Random Generatio...
Density, Distribution Function, Quantile Function and Random Generatio...
Density, Distribution Function, Quantile Function and Random Generatio...
tools:::Rd_package_title("nieve")
Transform Poisson-GP Parameters into Point-Process Parameters
Transform Point-Process Parameters into Poisson-GP Parameters
Provides utility functions and objects for Extreme Value Analysis. These include probability functions with their exact derivatives w.r.t. the parameters that can be used for estimation and inference, even with censored observations. The transformations exchanging the two parameterizations of Peaks Over Threshold (POT) models: Poisson-GP and Point-Process are also provided with their derivatives.