extremefit: Estimation of Extreme Conditional Quantiles and Probabilities

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

View on CRAN

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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.