althill | Alternative Hill Plot |
avhill | Averaged Hill Plot |
dAMSE | Minimizing the AMSE of the Hill estimator with respect to k |
danielsson | A Double Bootstrap Procedure for Choosing the Optimal Sample... |
danish | Danish Fire Insurance Claims |
DK | A Bias-based procedure for Choosing the Optimal Sample... |
eye | Automated Approach for Interpreting the Hill-Plot |
ggplot | Gerstengarbe Plot |
GH | A Bias-based procedure for Choosing the Optimal Threshold |
gomes | A Double Bootstrap Procedure for Choosing the Optimal Sample... |
gpd | The Generalized Pareto Distribution (GPD) |
gpdFit | Parameter estimation for the Generalized Pareto Distribution... |
hall | A Single Bootstrap Procedure for Choosing the Optimal Sample... |
Himp | A Single Bootstrap Procedure for Choosing the Optimal Sample... |
HW | Minimizing the AMSE of the Hill estimator with respect to k |
mindist | Minimizing the distance between the empirical tail and a... |
PS | Sample Path Stability Algorithm |
qqestplot | QQ-Estimator-Plot |
qqgpd | QQ-Plot against the generalized Pareto distribution for given... |
RT | Adaptive choice of the optimal sample fraction in tail index... |
sumplot | Sum Plot |
tea-package | Threshold Estimation Approaches |
TH | Sequential Goodness of Fit Testing for the Generalized Pareto... |
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