Extreme Regression of Quantiles


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Documentation for package ‘EXRQ’ version 1.0

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est.gamma.func Estimation of the Extreme Value Index on the Original Scale
Estc.func Estimation of the C vector
EVI.CFG.func Hill Estimator of the Extreme Value Index
PowT.1tau.func Estimation for Quantile Power Transformation Model
qpareto Quantile of the Pareto Distribution
rpareto Random Generation for the Pareto Distribution
select.k.func Selection of the Tuning Parameter k
testC.EVI Testing the Constancy of EVI Over Covariates
ThreeStage Three-Stage Extreme Conditional Quantile Estimator
TwoStage Two-Stage Extreme Conditional Quantile Estimator