How to add or modify a tail option
This page covers modifications to the GPD splice (or alternative tail designs, if added later).
What must hold
- Support consistency: tail piece must respect the same support as the bulk.
- Continuity at splice: densities and CDFs should match at the splice point.
- Numerical stability: log-density computations must be stable for extreme values.
Where to implement
- Base tail utilities usually live in
R/0-base-kernels.R. - Legality checks live in
R/00-global-contracts.R. - Kernel-specific splice wrappers live in each
R/*-mixgpd.R.
What to test
- continuity at splice for multiple parameter draws
- predictive quantiles for extreme \(\\tau\) behave sensibly
Prereqs
- Required packages and data for this page are listed in the setup chunks above.
Outputs
- This page renders model fits, diagnostics, and summary artifacts generated by package APIs.
Interpretation
- Canonical concept page: Spec And Contracts
- Treat this page as an application/example view and use the canonical page for core definitions.
Next
- Continue to the linked canonical concept page, then return for implementation-specific details.