Package: smoothtail
Type: Package
Title: Smooth Estimation of GPD Shape Parameter
Version: 1.1.1
Date: 2007-10-04
Author: Kaspar Rufibach <kaspar.rufibach@freesurf.ch> and Samuel
        Mueller <mueller@maths.uwa.edu.au>
Maintainer: Kaspar Rufibach <kaspar.rufibach@freesurf.ch>
Depends: logcondens
Description: Given independent and identically distributed observations
        X(1), ..., X(n) from a Generalized Pareto distribution with
        shape parameter gamma in [-1,0], this package 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 version 2 or newer
URL: http://www.stanford.edu/~kasparr ,
        http://www.maths.uwa.edu.au/Members/mueller
Packaged: Thu Oct 4 14:39:58 2007; rufibach
Built: R 2.5.1; ; 2007-10-05 11:28:39; windows
