Generalized Fiducial Inference for Extremes


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Documentation for package ‘gfiExtremes’ version 1.0.1

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dgpareto Generalized Pareto distribution
gfigpd1 Fiducial inference for the generalized Pareto model with known threshold
gfigpd2 Fiducial inference for the generalized Pareto model with unknown threshold
GPareto Generalized Pareto distribution
joinMCMCchains Join MCMC chains
pgpareto Generalized Pareto distribution
qgpareto Generalized Pareto distribution
rgpareto Generalized Pareto distribution
thresholdEstimate Threshold estimate