Man pages for cinnober/EVT
Extreme Value Theory with Bayesian Inference
| bExtremes | bExtremes |
| createData | Create body-tail data object |
| createExpertPrior | Creates expert prior from ellicitation |
| createGPData | Create fixed-threshold GP data object |
| createGPModel | Create fixed-threshold GP model |
| createModel | Create body-tail model |
| filterVolatility | Volatility filter of transformed data |
| fitGP_MLE | Fixed-threshold GP fitted using MLE |
| fitMCMC | Create fixed-threshold GP data object |
| generateIV | Generate initial values and covariance matrix |
| MRLP | Function for mean residual life plot |
| percentageFromThreshold | Utility function for calculating percentile from threshold |
| referencePrior | Reference prior |
| simulateGHGP | Creates expert prior from ellicitation |
| thresholdFromPercentage | Utility function for calculating threshold from percentile |
| transformStockData | Utility function for transforming stock data |
