| Bqgpd_c | Bayesian predictive quantile for generalized Pareto... |
| Bqgpd_d | Bayesian predictive quantile for discrete generalized Pareto... |
| cpost_stat | Estimation of the scedasis function |
| dowjones | Negative log-returns of DOW JONES. |
| EBTailIndex | Expectile Based Tail Index Estimation |
| estExpectiles | High Expectile Estimation |
| estExtLevel | Extreme Level Estimation |
| estMultiExpectiles | Multidimensional High Expectile Estimation |
| estPOT | Estimation of generalized Pareto distributions |
| expectiles | Expectile Computation |
| ExpectMES | Marginal Expected Shortfall Expectile Based Estimation |
| extBQuant | Bayesian extreme quantile |
| extBQuantx | Conditional Bayesian extreme quantile |
| extMultiQuantile | Multidimensional Value-at-Risk (VaR) or Extreme Quantile (EQ)... |
| extQuantile | Value-at-Risk (VaR) or Extreme Quantile (EQ) Estimation |
| fitdGPD | Maximum likelihood estimation of the parameters of the... |
| HTailIndex | Hill Tail Index Estimation |
| HypoTesting | Wald-Type Hypothesis Testing |
| MLTailIndex | Maximum Likelihood Tail Index Estimation |
| MomTailIndex | Moment based Tail Index Estimation |
| MultiHTailIndex | Multidimensional Hill Tail Index Estimation |
| plotBayes | Plot empirical Bayes inference results for continuous and... |
| predDens | Predictive posterior density of peak-over-threshold models |
| predDensx | Conditional predictive posterior density of... |
| predExpectiles | Extreme Expectile Estimation |
| predMultiExpectiles | Multidimensional Extreme Expectile Estimation |
| predQuant | Predictive quantile based on the generalized Pareto model |
| quantF | Predictive quantile of peaks-over-threshold models |
| QuantMES | Marginal Expected Shortfall Quantile Based Estimation |
| rbtimeseries | Simulation of Two-Dimensional Temporally Dependent... |
| rmdata | Simulation of d-Dimensional Temporally Independent... |
| rtimeseries | Simulation of One-Dimensional Temporally Dependent... |
| scedastic.test | Test on the effect of concomitant covariate on the extremes... |
| schedastic.test | Test on the effect of concomitant covariate on the extremes... |
| sp500 | Negative log-returns of S&P 500. |
| testTailHomo | Test on tail homogeneity |
