Man pages for MartinRoth/gpdIcm
Isotonic Scale Estimation of the GPD
| compute_nll_gpd | Computes the negative log likelihood for the GPD |
| compute_pd1_scale_nll_gpd | Computes the first partial derivative (scale) of the negative... |
| compute_pd2_scale_nll_gpd | Computes the second partial derivative (scale) of the... |
| convexMinorant | Computes the convex minorant of a polygon. |
| FitIsoScaleFixedICM | Isotonic estimation (using an adapted version of the ICM... |
| FitIsoScaleFixedPG | Isotonic estimation (using a projected gradient method) |
| FitIsoScaleGPD | Estimation of GPD parameters with constant shape parameter... |
| GreatestConvexMinorant | Computes the convex minorant of a vector. |
| IcmGpd-package | Isotonic scale estimation of the GPD |
| MakeScaleAdmissible | Ensure admissibility of the GPD scale parameter up to now... |
