API for ExtremeRisks
Extreme Risk Measures

Global functions
Bpgpd_c	Source code
Bpgpd_d	Source code
Bqgpd_c	Man page Source code
Bqgpd_d	Man page Source code
DHVar	Source code Source code
EBTailIndex	Man page Source code Source code
EBmarExpShortF	Source code Source code
ExpectMES	Man page Source code
Fdgpd_c	Source code
Fdgpd_d	Source code
Fpgpd_c	Source code
Fpgpd_d	Source code
HTailIndex	Man page Source code Source code
HypoTesting	Man page
MLTailIndex	Man page Source code Source code
Mka	Source code Source code
MomTailIndex	Man page Source code Source code
MultiHTailIndex	Man page Source code
PooledTailIndex	Source code
QAhat_c	Source code
QAhat_d	Source code
QBmarExpShortF	Source code Source code
QShat_c	Source code
QShat_d	Source code
QuantMES	Man page Source code
Rka	Source code Source code
Ska	Source code Source code
acostfun	Source code
biasTerm	Source code Source code
cPOT	Source code
cRWMH.POT	Source code
costfun	Source code Source code
cpost_stat	Man page Source code
dPOT	Source code
dRWMH.POT	Source code
devcontrib	Source code Source code
dowjones	Man page Man page
dtt	Source code
ellipse	Source code
ellipsoid	Source code
empPairCov	Source code
empTailProb	Source code
estAsymCov	Source code
estCovExpInt	Source code
estExpectileVar	Source code Source code
estExpectiles	Man page Source code Source code
estExtLevel	Man page Source code Source code
estHillVar	Source code Source code
estMultiExpectVar	Source code
estMultiExpectiles	Man page
estPOT	Man page Source code
estPairCovExpInt	Source code
estPairETC	Source code
estPairLeftETC	Source code
estPairRightETC	Source code
etafun	Source code Source code
expect_armax_ts	Source code
expect_dfrec_ts	Source code
expect_dpareto_ts	Source code
expect_frec_iid	Source code
expect_garch_ts	Source code
expect_gpd_iid	Source code
expect_par_iid	Source code
expect_std_iid	Source code
expect_std_ts	Source code
expectiles	Man page Source code
extBQuant	Man page Source code
extBQuantx	Man page Source code
extMultiQuantile	Man page
extQuantile	Man page Source code Source code
fitdGPD	Man page Source code
gammaest	Source code
gpdcostfun	Source code
h.gpd	Source code
intEmpTailCopula	Source code
intLeftEmpTailCopula	Source code
intRightEmpTailCopula	Source code
isInsideEllipse	Source code
nll_dgpd	Source code
numexceed	Source code Source code
pacostfun	Source code
pllik	Source code Source code
plotBayes	Man page Source code
pmean	Source code
predDens	Man page Source code
predDensx	Man page Source code
predExpectiles	Man page Source code Source code
predMultiExpectVar	Source code
predMultiExpectiles	Man page
predQuant	Man page Source code
preddens1_c	Source code
preddens1_d	Source code
preddens2_c	Source code
preddens2_d	Source code
quantF	Man page Source code
rbtimeseries	Man page Source code
rdirichlet	Source code
rdoublefrechet	Source code
rdoublepareto	Source code
rmcopdoublefrechet	Source code
rmcopdoublepareto	Source code
rmcopfrechet	Source code
rmdata	Man page Source code
rmdoublepareto	Source code
rtimeseries	Man page Source code
sacostfun	Source code
scedastic.test	Man page Source code
schedastic.test	Man page Source code
sp500	Man page Man page
testTailHomo	Man page Source code
updateCov	Source code
updateSig	Source code
varfun	Source code