API for cinnober/EVT
Extreme Value Theory with Bayesian Inference
| Global functions | |
|---|---|
| MRLP | Man page |
| bExtremes | Man page |
| createData | Man page |
| createExpertPrior | Man page |
| createGPData | Man page |
| createGPModel | Man page |
| createModel | Man page |
| filterVolatility | Man page |
| fitGP_MLE | Man page |
| fitMCMC | Man page |
| generateIV | Man page |
| percentageFromThreshold | Man page |
| referencePrior | Man page |
| simulateGHGP | Man page |
| thresholdFromPercentage | Man page |
| transformStockData | Man page |
