GitHub is home to over 28 million developers working together to host and review code, manage projects, and build software together.
Sign up
Fetching latest commit…
| Type | Name | Latest commit message | Commit time |
|---|---|---|---|
| Failed to load latest commit information. | |||
|
LICENSE | ||
|
|
README.md | ||
|
|
cubic-splines.nb | ||
|
|
cubic-splines.pdf | ||
|
|
quintic-splines.nb | ||
|
|
quintic-splines.pdf | ||
|
|
stochastic-models.nb | ||
|
|
stochastic-models.pdf | ||
This repository contains Mathematica codes that include calculations and technical details behind the paper of Thomas Blanchet, Juliette Fournier and Thomas Piketty, “Generalized Pareto Curves: Theory and Applications”, 2017.
Some parts of the R code in the gpinter package that involve lengthy mathematical expressions come from here.