austria | Austrian incomes |
belgium | Belgian incomes |
bitcoin | Log-returns of Bitcoin price |
CIextExpect | Extreme expectile estimator with confidence interval |
commerzbank | Commerzbank stock prices |
ebeta | Expectiles of Beta distribution |
eburr | Expectiles of the Burr distribution |
echisq | Expectiles of chi-squared distribution |
edagum | Expectiles of the Dagum distribution |
eexp | Expectiles of the exponential distribution |
ef | Expectiles of F distribution |
efrechet | Expectiles of the Frechet distribution |
egamma | Expectiles of Gamma distribution |
egeom | Expectiles of geometric distribution |
egpd | Expectiles of Generalized Pareto Distribution |
ehallweiss | Expectiles of Hall-Weiss distribution |
einvgamma | Expectiles of Inverse-Gamma distribution |
elaplace | Expectiles of Laplace distribution |
elnorm | Expectiles of the Lognormal distribution |
elogis | Expectiles of Logistic distribution |
enorm | Expectiles of normal distribution |
epareto | Expectiles of Pareto distribution |
ESexp | Expected Shortfalls of the exponential distribution |
ESfrechet | Expected Shortfalls of the Frechet distribution |
ESgumbel | Expected Shortfalls of Gumbel distribution |
ESkumaraswamy | Expected Shortfalls of the Kumaraswamy distribution |
ESlnorm | Expected Shortfalls of Lognormal distribution |
ESlogis | Expected Shortfalls of Logistic distribution |
ESnorm | Expected Shortfalls of normal distribution |
ESpareto | Expected Shortfalls of Pareto distribution |
ESrev_frechet | Expected Shortfalls of the reversed Frechet distribution |
ESt | Expected Shortfalls of Student distribution |
ESweibull | Expected Shortfalls of Weibull distribution |
et | Expectiles of Student distribution |
eweibull | Expectiles of Weibull distribution |
expect | Empirical expectiles |
extES | Extreme Expected Shortfall estimation |
extExpect | Extreme expectile estimation |
extExpectlp | Composite extreme expectile estimation |
extQuant | Extreme quantile estimation |
extQuantlp | Composite extreme quantile estimation |
Fbar | Empirical cumulative survival function |
finland | Finland incomes |
flood_data | Flood claim amounts in USA in 2012, 2017 and 2021. |
france | French incomes |
greece | Greek incomes |
italy | Italian incomes |
lambertWp | Lambert's W Function |
logspaceeplot | Log-spacing Expectile-Expectile plot |
logspacqqplot | Exponential Quantile-Quantile plot of the log-spacings |
lpindex | Lp quantile based tail index estimator |
momentindex | Moment estimator of the tail index |
mop | Mean of order p statistic for the extreme value index |
namibia | Namibian incomes |
netherlands | Netherlands incomes |
newzealand | New Zealand incomes |
secura | Secura Re Belgian dataset |
soa | SOA Group Medical Insurance Large Claims Database |
southafrica | Wages in South Africa |
tindexp | Proportionality tail index estimator |
tornado | American tornado losses |
weekly_returns | Weekly log returns of the CAC 40 and MERVAL indices |
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