Estimation of Extreme Conditional Quantiles and Probabilities


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Documentation for package ‘extremefit’ version 0.2.3

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bandwidth.CV Choice of the bandwidth by cross validation.
bandwidth.grid Bandwidth Grid
Biweight.kernel Biweight kernel function
bootCI Pointwise confidence intervals by bootstrap
bootCI.ts Pointwise confidence intervals by bootstrap
Burr Distribution The Burr Distribution
CriticalValue Computation of the critical value in the hill.adapt function
dataOyster High-frequency noninvasive valvometry data
dataWind Wind speed for Brest (France)
dburr The Burr Distribution
dpareto The Pareto Distribution
dparetomix The Pareto mix Distribution
Epa.kernel Epanechnikov kernel function
Gaussian.kernel Gaussian kernel function
goftest Goodness of fit test statistics
goftest.hill.adapt Goodness of fit test statistics
goftest.hill.ts Goodness of fit test statistics for time series
hill Hill estimator
hill.adapt Compute the extreme quantile procedure
hill.ts Compute the extreme quantile procedure on a time dependent data
LoadCurve Load curve of an habitation
Pareto Distribution The Pareto Distribution
Pareto mix The Pareto mix Distribution
pburr The Burr Distribution
plot.hill Hill Plot
plot.hill.adapt Hill.adapt Plot
ppareto The Pareto Distribution
pparetoCP Pareto Change Point distribution
pparetomix The Pareto mix Distribution
predict.hill Predict the adaptive Survival or Quantile function
predict.hill.adapt Predict the adaptive Survival or Quantile function
predict.hill.ts Predict the adaptive Survival or Quantile function for a time serie
print.hill.ts Compute the extreme quantile procedure on a time dependent data
probgrid Probability grid
qburr The Burr Distribution
qpareto The Pareto Distribution
qparetoCP Pareto Change Point distribution
qparetomix The Pareto mix Distribution
rburr The Burr Distribution
rburr.dependent Generate Burr dependent data
Rectangular.kernel Rectangular kernel function
rpareto The Pareto Distribution
rparetoCP Pareto Change Point distribution
rparetomix The Pareto mix Distribution
Triang.kernel Triangular kernel function
TruncGauss.kernel Truncated Gaussian kernel function
wecdf Weighted Empirical Cumulative Distribution Function
wquantile Weighted quantile