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Add generalized pareto tails #11

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be-green opened this issue Dec 8, 2020 · 0 comments
Open

Add generalized pareto tails #11

be-green opened this issue Dec 8, 2020 · 0 comments
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enhancement New feature or request

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@be-green
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be-green commented Dec 8, 2020

Per Larry Schmidt that's pretty much the best way to characterize tails. Maybe we can look at how they do this in the LOO package to fit the shape parameter and incorporate into the package?
@be-green be-green added the enhancement New feature or request label Dec 8, 2020
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