| Burr | The Burr distribution |
| cEPD | EPD estimator for right censored data |
| cExpQQ | Exponential quantile plot for right censored data |
| cgenHill | Generalised Hill estimator for right censored data |
| cGPD | GPD-ML estimator for right censored data |
| cHill | Hill estimator for right censored data |
| cLognormalQQ | Log-normal quantile plot for right censored data |
| cMoment | MOM estimator for right censored data |
| cParetoQQ | Pareto quantile plot for right censored data |
| cProb | Estimator of small exceedance probabilities and large return... |
| cProbEPD | Estimator of small exceedance probabilities and large return... |
| cProbGH | Estimator of small exceedance probabilities and large return... |
| cProbGPD | Estimator of small exceedance probabilities and large return... |
| cProbMOM | Estimator of small exceedance probabilities and large return... |
| cQuant | Estimator of large quantiles using censored Hill |
| cQuantGH | Estimator of large quantiles using censored Hill |
| cQuantGPD | Estimator of large quantiles using censored GPD-MLE |
| cQuantMOM | Estimator of large quantiles using censored MOM |
| crHill | Hill-type estimator for the conditional EVI |
| crParetoQQ | Conditional Pareto quantile plot for right censored data |
| crSurv | Non-parametric estimator of conditional survival function |
| CTE | Conditional Tail Expectation |
| cWeibullQQ | Weibull quantile plot for right censored data |
| EPD | EPD estimator |
| EPDfit | Fit EPD using MLE |
| EPdist | The Extended Pareto Distribution |
| EVTfit | EVT fit |
| ExcessEPD | Estimates for excess-loss premiums using EPD estimates |
| ExcessGPD | Estimates for excess-loss premiums using GPD-MLE estimates |
| ExcessPareto | Estimates for excess-loss premiums using a Pareto model |
| ExcessSplice | Estimates for excess-loss premiums using splicing |
| ExpQQ | Exponential quantile plot |
| Frechet | The Frechet distribution |
| genHill | Generalised Hill estimator |
| genQQ | Generalised quantile plot |
| GPD | The generalised Pareto distribution |
| GPDfit | Fit GPD using MLE |
| GPDmle | GPD-ML estimator |
| GPDresiduals | GPD residual plot |
| Hill | Hill estimator |
| Hill2oQV | Bias-reduced MLE (Quantile view) |
| Hill.kopt | Select optimal threshold for Hill estimator |
| icHill | Hill estimator for interval censored data |
| icParetoQQ | Pareto quantile plot for interval censored data |
| KaplanMeier | Kaplan-Meier estimator |
| LognormalQQ | Log-normal quantile plot |
| LognormalQQ_der | Derivative plot of the log-normal QQ-plot |
| LStail | Least Squares tail estimator |
| MeanExcess | Mean excess function |
| MeanExcess_TB | Mean excess function using Turnbull estimator |
| MEfit | Mixed Erlang fit |
| Moment | Moment estimator |
| norwegianfire | Norwegian fire insurance data |
| Pareto | The Pareto distribution |
| ParetoQQ | Pareto quantile plot |
| ParetoQQ_der | Derivative plot of the Pareto QQ-plot |
| pClas | Classical estimators for the CDF |
| pEdge | Edgeworth approximation |
| pGC | Gram-Charlier approximation |
| Prob | Weissman estimator of small exceedance probabilities and... |
| ProbEPD | Estimator of small exceedance probabilities and large return... |
| ProbGH | Estimator of small exceedance probabilities and large return... |
| ProbGPD | Estimator of small exceedance probabilities and large return... |
| ProbMOM | Estimator of small exceedance probabilities and large return... |
| ProbReg | Estimator of small tail probability in regression |
| Quant | Weissman estimator of extreme quantiles |
| Quant2o | Second order refined Weissman estimator of extreme quantiles... |
| QuantGH | Estimator of extreme quantiles using generalised Hill |
| QuantGPD | Estimator of extreme quantiles using GPD-MLE |
| QuantMOM | Estimator of extreme quantiles using MOM |
| QuantReg | Estimator of extreme quantiles in regression |
| Scale | Scale estimator |
| Scale.2o | Bias-reduced scale estimator using second order Hill... |
| ScaleEPD | Bias-reduced scale estimator using EPD estimator |
| ScaleReg | Scale estimator in regression |
| secura | Secura dataset |
| soa | SOA Group Medical Insurance Large Claims Database |
| Splice | Spliced distribution |
| SpliceECDF | Plot of fitted and empirical survival function |
| SpliceFit | Splicing fit |
| SpliceFitGPD | Splicing of mixed Erlang and GPD using POT-MLE |
| SpliceFiticPareto | Splicing of mixed Erlang and Pareto for interval censored... |
| SpliceFitPareto | Splicing of mixed Erlang and Pareto |
| SpliceLL | LL-plot with fitted and empirical survival function |
| SpliceLL_TB | LL-plot with fitted and Turnbull survival function |
| SplicePP | PP-plot with fitted and empirical survival function |
| SplicePP_TB | PP-plot with fitted and Turnbull survival function |
| SpliceQQ | Splicing quantile plot |
| SpliceQQ_TB | Splicing quantile plot using Turnbull estimator |
| SpliceTB | Plot of fitted and Turnbull survival function |
| stdf | Non-parametric estimators of the STDF |
| tBurr | The truncated Burr distribution |
| tExp | The truncated exponential distribution |
| tFrechet | The truncated Frechet distribution |
| tGPD | The truncated generalised Pareto distribution |
| tlnorm | The truncated log-normal distribution |
| tPareto | The truncated Pareto distribution |
| trDT | Truncation odds |
| trDTMLE | Truncation odds |
| trEndpoint | Estimator of endpoint |
| trEndpointMLE | Estimator of endpoint |
| trHill | Hill estimator for upper truncated data |
| trMLE | MLE estimator for upper truncated data |
| trParetoQQ | Truncated Pareto quantile plot |
| trProb | Estimator of small exceedance probabilities using truncated... |
| trProbMLE | Estimator of small exceedance probabilities using truncated... |
| trQuant | Estimator of large quantiles using truncated Hill |
| trQuantMLE | Estimator of large quantiles using truncated MLE |
| trTest | Test for truncated Pareto-type tails |
| trTestMLE | Test for truncated GPD tails |
| Turnbull | Turnbull estimator |
| tWeibull | The truncated Weibull distribution |
| VaR | VaR of splicing fit |
| WeibullQQ | Weibull quantile plot |
| WeibullQQ_der | Derivative plot of the Weibull QQ-plot |
