extremefit: Estimation of Extreme Conditional Quantiles and Probabilities
Version 0.2.2

Extreme value theory, nonparametric kernel estimation, tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities.

AuthorGilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot
Date of publication2017-03-21 15:13:23 UTC
MaintainerKevin Jaunatre <kevin.jaunatre@univ-ubs.fr>
LicenseGPL-2
Version0.2.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("extremefit")

Popular man pages

Biweight.kernel: Biweight kernel function
bootCI.ts: Pointwise confidence intervals by bootstrap
Epa.kernel: Epanechnikov kernel function
Gaussian.kernel: Gaussian kernel function
predict.hill.adapt: Predict the adaptive Survival or Quantile function
Rectangular.kernel: Rectangular kernel function
Triang.kernel: Triangular kernel function
See all...

All man pages Function index File listing

Man pages

bandwidth.CV: Choice of the bandwidth by cross validation.
bandwidth.grid: Bandwidth Grid
Biweight.kernel: Biweight kernel function
bootCI: Pointwise confidence intervals by bootstrap
bootCI.ts: Pointwise confidence intervals by bootstrap
Burr-Distribution: The Burr Distribution
CriticalValue: Computation of the critical value in the hill.adapt function
dataOyster: High-frequency noninvasive valvometry data
dataWind: Wind speed for Brest (France)
Epa.kernel: Epanechnikov kernel function
Gaussian.kernel: Gaussian kernel function
goftest: Goodness of fit test statistics
goftest.hill.adapt: Goodness of fit test statistics
goftest.hill.ts: Goodness of fit test statistics for time series
hill: Hill estimator
hill.adapt: Compute the extreme quantile procedure
hill.ts: Compute the extreme quantile procedure on a time dependent...
LoadCurve: Load curve of an habitation
Pareto-Distribution: The Pareto Distribution
Pareto-mix: The Pareto mix Distribution
plot.hill: Hill Plot
plot.hill.adapt: Hill.adapt Plot
pparetoCP: Pareto Change Point distribution
predict.hill: Predict the adaptive Survival or Quantile function
predict.hill.adapt: Predict the adaptive Survival or Quantile function
predict.hill.ts: Predict the adaptive Survival or Quantile function for a time...
probgrid: Probability grid
rburr.dependent: Generate Burr dependent data
Rectangular.kernel: Rectangular kernel function
Triang.kernel: Triangular kernel function
TruncGauss.kernel: Truncated Gaussian kernel function
wecdf: Weighted Empirical Cumulative Distribution Function
wquantile: Weighted quantile

Functions

Biweight.kernel Man page Source code
Burr Distribution Man page
CriticalValue Man page Source code
Epa.kernel Man page Source code
Gaussian.kernel Man page Source code
LoadCurve Man page
Pareto Distribution Man page
Pareto mix Man page
Rectangular.kernel Man page Source code
Triang.kernel Man page Source code
TruncGauss.kernel Man page Source code
bandwidth.CV Man page Source code
bandwidth.grid Man page Source code
bootCI Man page Source code
bootCI.ts Man page Source code
dataOyster Man page
dataWind Man page
dburr Man page Source code
dpareto Man page Source code
dparetomix Man page Source code
goftest Man page Source code
goftest.hill.adapt Man page Source code
goftest.hill.ts Man page Source code
hill Man page Source code
hill.adapt Man page Source code
hill.ts Man page Source code
pburr Man page Source code
plot.hill Man page Source code
plot.hill.adapt Man page Source code
ppareto Man page Source code
pparetoCP Man page Source code
pparetomix Man page Source code
predict.hill Man page Source code
predict.hill.adapt Man page Source code
predict.hill.ts Man page Source code
print.hill.ts Man page Source code
probgrid Man page Source code
qburr Man page Source code
qpareto Man page Source code
qparetoCP Man page Source code
qparetomix Man page Source code
rburr Man page Source code
rburr.dependent Man page Source code
rpareto Man page Source code
rparetoCP Man page Source code
rparetomix Man page Source code
wecdf Man page Source code
wquantile Man page Source code

Files

NAMESPACE
data
data/dataWind.rda
data/dataOyster.rda
data/datalist
data/LoadCurve.rda
R
R/PackageOxygen.R
MD5
DESCRIPTION
man
man/goftest.hill.adapt.Rd
man/rburr.dependent.Rd
man/Epa.kernel.Rd
man/CriticalValue.Rd
man/Pareto-Distribution.Rd
man/Gaussian.kernel.Rd
man/predict.hill.adapt.Rd
man/goftest.Rd
man/Biweight.kernel.Rd
man/wquantile.Rd
man/probgrid.Rd
man/hill.Rd
man/dataOyster.Rd
man/goftest.hill.ts.Rd
man/pparetoCP.Rd
man/LoadCurve.Rd
man/Pareto-mix.Rd
man/TruncGauss.kernel.Rd
man/plot.hill.adapt.Rd
man/Rectangular.kernel.Rd
man/hill.adapt.Rd
man/hill.ts.Rd
man/dataWind.Rd
man/wecdf.Rd
man/Burr-Distribution.Rd
man/bandwidth.grid.Rd
man/bandwidth.CV.Rd
man/bootCI.ts.Rd
man/plot.hill.Rd
man/predict.hill.ts.Rd
man/bootCI.Rd
man/predict.hill.Rd
man/Triang.kernel.Rd
extremefit documentation built on May 20, 2017, 2:24 a.m.

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