Man pages for evt0
Mean of order p, peaks over random threshold Hill and high quantile estimates

DPOTDuration based peaks over threshold value-at-risk forecast
evt0-packageMean of order p, peaks over random threshold Hill and high...
mopMean of order p statistic for the extreme value index
mop.AREFFAsymptotic efficiency of mean of order p
mop.qHigh qunatile estimate by mean of order p statistic
other.EVIOther extreme value index estimates
otherPORT.qOther peaks over random threshold high quantile estimate
other.qOther methods for high quantile estimate
PORT.HillPeaks over random threshold Hill estimate
PORT.qPeaks over random threshold high quantile estimate
S_P500S&P500
evt0 documentation built on May 30, 2017, 6:10 a.m.