diff options
Diffstat (limited to 'gnu')
| -rw-r--r-- | gnu/packages/cran.scm | 29 |
1 files changed, 29 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 70cb7cc700..caf3830cad 100644 --- a/gnu/packages/cran.scm +++ b/gnu/packages/cran.scm @@ -21162,3 +21162,32 @@ evaluated interactively.") Bayes factors, posterior model probabilities, and normalizing constants in general, via different versions of bridge sampling.") (license license:gpl2+))) + +(define-public r-tea + (package + (name "r-tea") + (version "1.1") + (source + (origin + (method url-fetch) + (uri (cran-uri "tea" version)) + (sha256 + (base32 + "0ql7lrxk0ihm49kqsvz79ig8i54rwiy9nxav4v9hy72j9kj5bgjn")))) + (properties + `((upstream-name . "tea"))) + (build-system r-build-system) + (propagated-inputs + `(("r-matrix" ,r-matrix))) + (home-page "https://cran.r-project.org/web/packages/tea/") + (synopsis "Threshold estimation approaches") + (description + "This package provide different approaches for selecting the threshold +in generalized Pareto distributions. Most of them are based on minimizing the +AMSE-criterion or atleast by reducing the bias of the assumed GPD-model. +Others are heuristically motivated by searching for stable sample paths, i.e. +a nearly constant region of the tail index estimator with respect to k, which +is the number of data in the tail. The third class is motivated by graphical +inspection. In addition, a sequential testing procedure for GPD-GoF-tests +is also implemented here.") + (license license:gpl3))) |