Man pages for ercv
Fitting Tails by the Empirical Residual Coefficient of Variation
| BIFP | EEMBC AutoBench suite (Benchmark 3) |
| bilbao | Bilbao waves data set |
| ccdfplot | Plot of complementary empirical distribution function and the... |
| cievi | Confidence interval for extreme value index |
| cvevi | Coefficient of variation for a given extreme value index |
| cvplot | Exploratory empirical residual coefficient of variation |
| ercv-internal | Internal ercv functions |
| ercv-package | Empirical residual coefficient of variation |
| EURUSD | Euro/Dollar daily exchange rates |
| evicv | Extreme value index |
| FFT | EEMBC AutoBench suite (Benchmark 2) |
| fitpot | Fits peaks-over-threshold model of a sample |
| iFFT | EEMBC AutoBench suite (Benchmark 1) |
| MA | EEMBC AutoBench suite (Benchmark 4) |
| ppot | Cumulative distribution function |
| qpot | Quantile function |
| tdata | Transforms a heavy-tailed sampled to non-heavy tailed |
| thrselect | Threshold selection algorithm |
| Tm | Multiple threshold test for a GPD |
