hill: Hill estimate of the tail index gamma as a function of...

Description Usage Arguments Value

Description

Hill estimate of the tail index gamma as a function of threshold t

Usage

1
hill(x, t)

Arguments

x

the raw data

t

the threshold above which to compute the estimator

Value

A tail index estimate.


swager/semipartail documentation built on May 30, 2019, 9:33 p.m.