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Computes extreme value index (EVI) estimate for heavy tailed models by Mean of order p (MOP) and peaks over random threshold (PORT) Hill methodologies. Besides, also computes moment, generalised Hill and mixed moment estimates for EVI. Compute high quantile or valueatrisk (VaR) based on above EVI estimates.
Package details 


Author  B G Manjunath and Frederico Caeiro; guidance from Prof. M. Ivette Gomes and Prof. M. Isabel Fraga Alves 
Maintainer  B G Manjunath <[email protected]> 
License  GPL (>= 2) 
Version  1.13 
URL  http://www.rproject.org 
Package repository  View on CRAN 
Installation 
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