gpinter: R package for generalized Pareto interpolation methods

For more details on generalized Pareto interpolation, please see T. Blanchet, J. Fournier and T. Piketty, “Generalized Pareto curves: theory and applications”, 2017.

Installation

You can install this package using the following R code:

install.packages("devtools")
devtools::install_github("thomasblanchet/gpinter")

Application

You can run the web application built on the package at this address. Alternatively, you can run in locally on your computer using the R code:

library(gpinter)
run_app()