gfiExtremes: Generalized Fiducial Inference for Extremes

Fiducial framework to perform inference on the quantiles for a generalized Pareto distribution model and on the parameters of the Pareto exceedance distribution, assuming the exceedance threshold is a known or unknown parameter. Reference: Damian V. Wandler & Jan Hannig (2012) <doi:10.1007/s10687-011-0127-9>.

Version: 1.0.0
Depends: coda
Imports: Rcpp (≥ 1.0.5), parallel, doParallel, foreach, stats
LinkingTo: Rcpp, BH, RcppArmadillo
Suggests: knitr, rmarkdown
Published: 2020-11-26
Author: Stéphane Laurent [aut, cre], Jan Hannig [aut], Damian V. Wandler [aut]
Maintainer: Stéphane Laurent <laurent_step at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: gfiExtremes results


Reference manual: gfiExtremes.pdf
Vignettes: The 'gfiExtremes' package
Package source: gfiExtremes_1.0.0.tar.gz
Windows binaries: r-devel:, r-devel-UCRT:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gfiExtremes_1.0.0.tgz, r-release (x86_64): gfiExtremes_1.0.0.tgz, r-oldrel: gfiExtremes_1.0.0.tgz


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