Man pages for micss
Modified Iterative Cumulative Sum of Squares Algorithm
| alpha_hill | Hill's estimator of the tail index |
| alpha_nr | Nicolau & Rodrigues estimator of the tail index |
| cv.kappa | Critical Values |
| data | Data used in the examples |
| estimate.alpha | estimate.alpha |
| icss | Iterative Cumulative Sum of Squares Algorithm |
| kappa_test | CUMSUMQ test to test for changes in the unconditional... |
| logReturnsRandDollar | Data used in the examples |
| lrv.spc.bartlett | lrv.spc.bartlett |
| micss | Modiffied Iterative Cumulative Sum of Squares Algorithm |
| plot.icss | plot.icss |
| print.icss | print.icss |
| print.micss | print.micss |
| p.val.kappa | P-values |
| sr_loc | sr_loc |
| sr_scale | sr_scale |
| sr_shape | sr_shape |
| step2a | step2a |
| step2b | step2b |
| step2c | step2c |
| step3 | step3 |
| steps1.to.2b | steps1.to.2b |
| taula.icss | taula.icss |
| taula.micss | taula.micss |
| var.est.icss | var.est.icss |
| whitening | Whitening |
