Estimation of Extreme Conditional Quantiles and Probabilities

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.


Reference manual

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install.packages("extremefit")

1.1.0 by Kevin Jaunatre, a year ago


Browse source code at https://github.com/cran/extremefit


Authors: Gilles Durrieu [aut] , Ion Grama [aut] , Kevin Jaunatre [aut, cre] , Quang-Khoai Pham [aut] , Jean-Marie Tricot [aut]


Documentation:   PDF Manual  


GPL-2 license


Suggests survival, R.rsp


Imported by sbde.

Suggested by fitteR.


See at CRAN