gPdtest: Bootstrap goodness-of-fit test for the generalized Pareto distribution

This package computes the bootstrap goodness-of-fit test for the generalized Pareto distribution by Villasenor-Alva and Gonzalez-Estrada (2009). The null hypothesis includes heavy and non-heavy tailed gPd's. A function for fitting the gPd to data using the parameter estimation methods proposed in the same article is also provided.

Version: 0.4
Published: 2012-10-29
Author: Elizabeth Gonzalez Estrada, Jose A. Villasenor Alva
Maintainer: Elizabeth Gonzalez Estrada <egonzalez at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: gPdtest results


Reference manual: gPdtest.pdf


Package source: gPdtest_0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gPdtest_0.4.tgz, r-oldrel (arm64): gPdtest_0.4.tgz, r-release (x86_64): gPdtest_0.4.tgz, r-oldrel (x86_64): gPdtest_0.4.tgz
Old sources: gPdtest archive


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