spd2.0-1 package

Semi Parametric Distribution

GPDFIT-class

Class: Generalized Pareto Distribution

GPDTAILS-class

Class: GPDTAILS

plot-methods

Method: Plotting (S4) for implemented S4 classes

SPD-class

Class: Semi-Parametric Distribution

spd-methods

Method: Semi-Parametric Distribution

spd-package

The Semi-Parametric Distribution (spd) package

spdfit-methods

Method: Fitting the Semi-Parametric Distribution

Download source packageRead PDF manual

The Semi Parametric Piecewise Distribution blends the Generalized Pareto Distribution for the tails with a kernel based interior.

  • Maintainer: Alexios Ghalanos
  • License: GPL
  • Last published: 2015-07-03

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