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 |

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