Man pages for tea
Threshold Estimation Approaches

althillAlternative Hill Plot
avhillAveraged Hill Plot
dAMSEMinimizing the AMSE of the Hill estimator with respect to k
danielssonA Double Bootstrap Procedure for Choosing the Optimal Sample...
danishDanish Fire Insurance Claims
DKA Bias-based procedure for Choosing the Optimal Sample...
eyeAutomated Approach for Interpreting the Hill-Plot
ggplotGerstengarbe Plot
GHA Bias-based procedure for Choosing the Optimal Threshold
gomesA Double Bootstrap Procedure for Choosing the Optimal Sample...
gpdThe Generalized Pareto Distribution (GPD)
gpdFitParameter estimation for the Generalized Pareto Distribution...
hallA Single Bootstrap Procedure for Choosing the Optimal Sample...
HimpA Single Bootstrap Procedure for Choosing the Optimal Sample...
HWMinimizing the AMSE of the Hill estimator with respect to k
mindistMinimizing the distance between the empirical tail and a...
PSSample Path Stability Algorithm
qqestplotQQ-Estimator-Plot
qqgpdQQ-Plot against the generalized Pareto distribution for given...
RTAdaptive choice of the optimal sample fraction in tail index...
sumplotSum Plot
tea-packageThreshold Estimation Approaches
THSequential Goodness of Fit Testing for the Generalized Pareto...
tea documentation built on April 19, 2020, 3:57 p.m.