Man pages for AntoineUC/Expectrem
Bias-reduced estimation of extreme value index and extreme quantiles, expectiles and Expected Shortfalls

austriaAustrian incomes
belgiumBelgian incomes
bitcoinLog-returns of Bitcoin price
CIextExpectExtreme expectile estimator with confidence interval
commerzbankCommerzbank stock prices
ebetaExpectiles of Beta distribution
eburrExpectiles of the Burr distribution
echisqExpectiles of chi-squared distribution
edagumExpectiles of the Dagum distribution
eexpExpectiles of the exponential distribution
efExpectiles of F distribution
efrechetExpectiles of the Frechet distribution
egammaExpectiles of Gamma distribution
egeomExpectiles of geometric distribution
egpdExpectiles of Generalized Pareto Distribution
ehallweissExpectiles of Hall-Weiss distribution
einvgammaExpectiles of Inverse-Gamma distribution
elaplaceExpectiles of Laplace distribution
elnormExpectiles of the Lognormal distribution
elogisExpectiles of Logistic distribution
enormExpectiles of normal distribution
eparetoExpectiles of Pareto distribution
ESexpExpected Shortfalls of the exponential distribution
ESfrechetExpected Shortfalls of the Frechet distribution
ESgumbelExpected Shortfalls of Gumbel distribution
ESkumaraswamyExpected Shortfalls of the Kumaraswamy distribution
ESlnormExpected Shortfalls of Lognormal distribution
ESlogisExpected Shortfalls of Logistic distribution
ESnormExpected Shortfalls of normal distribution
ESparetoExpected Shortfalls of Pareto distribution
ESrev_frechetExpected Shortfalls of the reversed Frechet distribution
EStExpected Shortfalls of Student distribution
ESweibullExpected Shortfalls of Weibull distribution
etExpectiles of Student distribution
eweibullExpectiles of Weibull distribution
expectEmpirical expectiles
extESExtreme Expected Shortfall estimation
extExpectExtreme expectile estimation
extExpectlpComposite extreme expectile estimation
extQuantExtreme quantile estimation
extQuantlpComposite extreme quantile estimation
FbarEmpirical cumulative survival function
finlandFinland incomes
flood_dataFlood claim amounts in USA in 2012, 2017 and 2021.
franceFrench incomes
greeceGreek incomes
italyItalian incomes
lambertWpLambert's W Function
logspaceeplotLog-spacing Expectile-Expectile plot
logspacqqplotExponential Quantile-Quantile plot of the log-spacings
lpindexLp quantile based tail index estimator
momentindexMoment estimator of the tail index
mopMean of order p statistic for the extreme value index
namibiaNamibian incomes
netherlandsNetherlands incomes
newzealandNew Zealand incomes
securaSecura Re Belgian dataset
soaSOA Group Medical Insurance Large Claims Database
southafricaWages in South Africa
tindexpProportionality tail index estimator
tornadoAmerican tornado losses
weekly_returnsWeekly log returns of the CAC 40 and MERVAL indices
AntoineUC/Expectrem documentation built on Feb. 14, 2025, 11:22 a.m.