Man pages for exdex
Estimation of the Extremal Index

all_max_rcppSliding and disjoint block maxima
choose_bBlock length diagnostic for the semiparametric maxima...
choose_ukThreshold u and runs parameter K diagnostic for the K-gaps...
coef.iwlsExtract Model Coefficients from an '"iwls"' object
coef.kgapsExtract Model Coefficients from a '"kgaps"' object
coef.spmExtract Model Coefficients from an '"spm"' object
confint.kgapsConfidence intervals for the extremal index theta
confint.spmConfidence intervals for the extremal index theta
exdexexdex: Estimation of the Extremal Index
exdex-internalInternal exdex functions
iwlsIterated weighted least squares estimation of the extremal...
kgapsMaximum likelihood estimation for the K-gaps model
kgaps_imtInformation matrix test under the K-gaps model
kgaps_statSufficient statistics for the K-gaps model
newlynNewlyn sea surges
nobs.iwlsExtract the Number of Observations from an '"iwls"' object
nobs.kgapsExtract the Number of Observations from a '"kgaps"' object
nobs.spmExtract the Number of Observations from an '"spm"' object
plot.choose_bPlot block length diagnostic for the semiparametric maxima...
plot.choose_ukPlot Threshold u and runs parameter K diagnostic for the...
plot.confint_spmPlot diagnostics for a confint_spm object
print.confint_spmPrint method for a confint_spm object
print.iwlsPrint method for an '"iwls"' object
print.kgapsPrint method for a '"kgaps"' object
print.spmPrint method for an '"spm"' object
print.summary.kgapsPrint method for objects of class '"summary.kgaps"'
print.summary.spmPrint method for objects of class '"summary.spm"'
sp500Daily log returns of the Standard and Poor (S&P) 500 index
spmSemiparametric maxima estimator of the extremal index
summary.kgapsSummary method for a '"kgaps"' object
summary.spmSummary method for an '"spm"' object
vcov.kgapsCalculate Variance-Covariance Matrix for a '"kgaps"' object
vcov.spmCalculate Variance-Covariance Matrix for an '"spm"' object
exdex documentation built on Aug. 6, 2019, 5:05 p.m.