dowjones |
Negative log-returns of DOW JONES. |
EBTailIndex |
Expectile Based Tail Index Estimation |
estExpectiles |
High Expectile Estimation |
estExtLevel |
Extreme Level Estimation |
estMultiExpectiles |
Multidimensional High Expectile Estimation |
expectiles |
Expectile Computation |
ExpectMES |
Marginal Expected Shortfall Expectile Based Estimation |
extMultiQuantile |
Multidimensional Value-at-Risk (VaR) or Extreme Quantile (EQ) Estimation |
extQuantile |
Value-at-Risk (VaR) or Extreme Quantile (EQ) Estimation |
HTailIndex |
Hill Tail Index Estimation |
HypoTesting |
Wald-Type Hypothesis Testing |
MLTailIndex |
Maximum Likelihood Tail Index Estimation |
MomTailIndex |
Moment based Tail Index Estimation |
MultiHTailIndex |
Multidimensional Hill Tail Index Estimation |
predExpectiles |
Extreme Expectile Estimation |
predMultiExpectiles |
Multidimensional Extreme Expectile Estimation |
QuantMES |
Marginal Expected Shortfall Quantile Based Estimation |
rbtimeseries |
Simulation of Two-Dimensional Temporally Dependent Observations |
rmdata |
Simulation of d-Dimensional Temporally Independent Observations |
rtimeseries |
Simulation of One-Dimensional Temporally Dependent Observations |
sp500 |
Negative log-returns of S&P 500. |