>From de01c0bceaee3062d32fdca209bc35280695d1cd Mon Sep 17 00:00:00 2001 From: Naga Malleswari Date: Thu, 23 Apr 2020 01:13:12 +0530 Subject: [PATCH 1/9] gnu: Add r-tea. * gnu/packages/cran.scm (r-tea): New variable. --- gnu/packages/cran.scm | 29 +++++++++++++++++++++++++++++ 1 file changed, 29 insertions(+) diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm index 70cb7cc700..ac55916964 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 + "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))) -- 2.25.1