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README.md

Mathematica codes for generalized Pareto interpolation

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.

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Mathematica codes detailing the generalized Pareto interpolation method

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