Man pages for evt0
Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
| DPOT | Duration based peaks over threshold value-at-risk forecast |
| evt0-package | Mean of Order P, Peaks over Random Threshold Hill and High... |
| mop | Mean of order p statistic for the extreme value index |
| mop.AREFF | Asymptotic efficiency of mean of order p |
| mop.q | High qunatile estimate by mean of order p statistic |
| other.EVI | Other extreme value index estimates |
| otherPORT.q | Other peaks over random threshold high quantile estimate |
| other.q | Other methods for high quantile estimate |
| PORT.Hill | Peaks over random threshold Hill estimate |
| PORT.q | Peaks over random threshold high quantile estimate |
| S_P500 | S&P500 |
