Man pages for gbstat/tailqr
'Fit Mixture of Quantile Regression and GPDs'

calc_tail_weightsCalculate tail weights
calc_weighted_quantileCalculate weighted quantile
calc_weight_over_xCalculate triangular weights over a grid
fgpdsetFit collection of GPD models to compounding exceedances as...
fit_weighted_rqgpdFit a weighted quantile regression and gpd model
ftailgpdFit tail GPD to threshold exceedances where scale is smoothly...
get_exceedancesExtract compounding threshold exceedances above outer QR...
get_gp_parsGet GPD parameters
make_time_basisMake time basis matrix
make_winter_indMake winter indicator
qtailgpdCalculate tail quantiles from GPD
rqbulkQuantile regression for bulk of distribution
rqcombCombined quantile regression
tailqr-packageA short title line describing what the package does
weight_oneWeight for single observation
gbstat/tailqr documentation built on May 8, 2019, 5:42 p.m.