Man pages for ercv
Fitting Tails by the Empirical Residual Coefficient of Variation

bilbaoBilbao waves data set
ccdfplotPlot of complementary empirical distribution function and the...
cieviConfidence interval for extreme value index
cveviCoefficient of variation for a given extreme value index
cvplotExploratory empirical residual coefficient of variation
d1EEMBC AutoBench suite (Benchmark 1)
d2EEMBC AutoBench suite (Benchmark 2)
d3EEMBC AutoBench suite (Benchmark 3)
d4EEMBC AutoBench suite (Benchmark 4)
ercv-internalInternal ercv functions
ercv-packageEmpirical residual coefficient of variation
EURUSDEuro/Dollar daily exchange rates
evicvExtreme value index
fitpotFits peaks-over-threshold model of a sample
ppotCumulative distribution function
qpotQuantile function
tdataTransforms a heavy-tailed sampled to non-heavy tailed
thrselectThreshold selection algorithm
TmMultiple threshold test for a GPD
ercv documentation built on July 17, 2017, 5:03 p.m.