ercv: Fitting Tails by the Empirical Residual Coefficient of Variation

Provides a methodology simple and trustworthy for the analysis of extreme values and multiple threshold tests for a generalized Pareto distribution, together with an automatic threshold selection algorithm. See del Castillo, J, Daoudi, J and Lockhart, R (2014) <doi:10.1111/sjos.12037>.

Version:	1.0.2
Depends:	R (≥ 3.5.0)
Suggests:	evir
Published:	2026-10-16
DOI:	10.32614/CRAN.package.ercv
Author:	Joan del Castillo [aut], David Moriña Soler [aut], Isabel Serra [aut], Sergi Vilardell [cre]
Maintainer:	Sergi Vilardell <sergi.vilardell13 at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	ExtremeValue
CRAN checks:	ercv results

Documentation:

Reference manual:

ercv.html , ercv.pdf

Downloads:

Package source:	ercv_1.0.2.tar.gz
Windows binaries:	r-devel: ercv_1.0.1.zip, r-release: ercv_1.0.1.zip, r-oldrel: ercv_1.0.1.zip
macOS binaries:	r-release (arm64): ercv_1.0.1.tgz, r-oldrel (arm64): ercv_1.0.1.tgz, r-release (x86_64): ercv_1.0.2.tgz, r-oldrel (x86_64): ercv_1.0.1.tgz
Old sources:	ercv archive

Reverse dependencies:

Reverse imports:

distTails

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ercv to link to this page.