C D E G H I K L M N P Q R S T V W
cEPD | EPD estimator for right censored data |
cExpQQ | Exponential quantile plot for right censored data |
cgenHill | Generalised Hill estimator for right censored data |
cGPDmle | GPD-ML estimator for right censored data |
cHill | Hill estimator for right censored data |
cLognormalQQ | Log-normal quantile plot for right censored data |
cMoment | MOM estimator for right censored data |
cParetoQQ | Pareto quantile plot for right censored data |
cPOT | GPD-ML estimator for right censored data |
cProb | Estimator of small exceedance probabilities and large return periods using censored Hill |
cProbEPD | Estimator of small exceedance probabilities and large return periods using censored EPD |
cProbGH | Estimator of small exceedance probabilities and large return periods using censored generalised Hill |
cProbGPD | Estimator of small exceedance probabilities and large return periods using censored GPD-MLE |
cProbMOM | Estimator of small exceedance probabilities and large return periods using censored MOM |
cQuant | Estimator of large quantiles using censored Hill |
cQuantGH | Estimator of large quantiles using censored Hill |
cQuantGPD | Estimator of large quantiles using censored GPD-MLE |
cQuantMOM | Estimator of large quantiles using censored MOM |
cReturn | Estimator of small exceedance probabilities and large return periods using censored Hill |
cReturnEPD | Estimator of small exceedance probabilities and large return periods using censored EPD |
cReturnGH | Estimator of small exceedance probabilities and large return periods using censored generalised Hill |
cReturnGPD | Estimator of small exceedance probabilities and large return periods using censored GPD-MLE |
cReturnMOM | Estimator of small exceedance probabilities and large return periods using censored MOM |
crHill | Hill-type estimator for the conditional EVI |
crParetoQQ | Conditional Pareto quantile plot for right censored data |
crSurv | Non-parametric estimator of conditional survival function |
CTE | Conditional Tail Expectation |
cWeibullQQ | Weibull quantile plot for right censored data |
dburr | The Burr distribution |
depd | The Extended Pareto Distribution |
dfrechet | The Frechet distribution |
dgpd | The generalised Pareto distribution |
dpareto | The Pareto distribution |
dSplice | Spliced distribution |
dtburr | The truncated Burr distribution |
dtexp | The truncated exponential distribution |
dtfrechet | The truncated Frechet distribution |
dtgpd | The truncated generalised Pareto distribution |
dtlnorm | The truncated log-normal distribution |
dtpareto | The truncated Pareto distribution |
dtweibull | The truncated Weibull distribution |
EPD | EPD estimator |
EPDfit | Fit EPD using MLE |
ES | Conditional Tail Expectation |
EVTfit | EVT fit |
ExcessEPD | Estimates for excess-loss premiums using EPD estimates |
ExcessGPD | Estimates for excess-loss premiums using GPD-MLE estimates |
ExcessHill | Estimates for excess-loss premiums using a Pareto model |
ExcessPareto | Estimates for excess-loss premiums using a Pareto model |
ExcessSplice | Estimates for excess-loss premiums using splicing |
ExpQQ | Exponential quantile plot |
generalizedQQ | Generalised quantile plot |
genHill | Generalised Hill estimator |
genQQ | Generalised quantile plot |
GPDfit | Fit GPD using MLE |
GPDmle | GPD-ML estimator |
GPDresiduals | GPD residual plot |
Hill | Hill estimator |
Hill.2oQV | Bias-reduced MLE (Quantile view) |
Hill.kopt | Select optimal threshold for Hill estimator |
icHill | Hill estimator for interval censored data |
icParetoQQ | Pareto quantile plot for interval censored data |
KaplanMeier | Kaplan-Meier estimator |
LognormalQQ | Log-normal quantile plot |
LognormalQQ_der | Derivative plot of the log-normal QQ-plot |
LStail | Least Squares tail estimator |
MeanExcess | Mean excess function |
MeanExcess_TB | Mean excess function using Turnbull estimator |
MEfit | Mixed Erlang fit |
Moment | Moment estimator |
norwegianfire | Norwegian fire insurance data |
ParetoQQ | Pareto quantile plot |
ParetoQQ_der | Derivative plot of the Pareto QQ-plot |
pburr | The Burr distribution |
pClas | Classical estimators for the CDF |
pEdge | Edgeworth approximation |
pepd | The Extended Pareto Distribution |
pfrechet | The Frechet distribution |
pGC | Gram-Charlier approximation |
pgpd | The generalised Pareto distribution |
POT | GPD-ML estimator |
ppareto | The Pareto distribution |
Prob | Weissman estimator of small exceedance probabilities and large return periods |
ProbEPD | Estimator of small exceedance probabilities and large return periods using EPD |
ProbGH | Estimator of small exceedance probabilities and large return periods using generalised Hill |
ProbGPD | Estimator of small exceedance probabilities and large return periods using GPD-MLE |
ProbMOM | Estimator of small exceedance probabilities and large return periods using MOM |
ProbReg | Estimator of small tail probability in regression |
pSplice | Spliced distribution |
ptburr | The truncated Burr distribution |
ptexp | The truncated exponential distribution |
ptfrechet | The truncated Frechet distribution |
ptgpd | The truncated generalised Pareto distribution |
ptlnorm | The truncated log-normal distribution |
ptpareto | The truncated Pareto distribution |
ptweibull | The truncated Weibull distribution |
qburr | The Burr distribution |
qepd | The Extended Pareto Distribution |
qfrechet | The Frechet distribution |
qgpd | The generalised Pareto distribution |
qpareto | The Pareto distribution |
qSplice | Spliced distribution |
qtburr | The truncated Burr distribution |
qtexp | The truncated exponential distribution |
qtfrechet | The truncated Frechet distribution |
qtgpd | The truncated generalised Pareto distribution |
qtlnorm | The truncated log-normal distribution |
qtpareto | The truncated Pareto distribution |
qtweibull | The truncated Weibull distribution |
Quant | Weissman estimator of extreme quantiles |
Quant.2oQV | Second order refined Weissman estimator of extreme quantiles (QV) |
QuantGH | Estimator of extreme quantiles using generalised Hill |
QuantGPD | Estimator of extreme quantiles using GPD-MLE |
QuantMOM | Estimator of extreme quantiles using MOM |
QuantReg | Estimator of extreme quantiles in regression |
rburr | The Burr distribution |
repd | The Extended Pareto Distribution |
Return | Weissman estimator of small exceedance probabilities and large return periods |
ReturnEPD | Estimator of small exceedance probabilities and large return periods using EPD |
ReturnGH | Estimator of small exceedance probabilities and large return periods using generalised Hill |
ReturnGPD | Estimator of small exceedance probabilities and large return periods using GPD-MLE |
ReturnMOM | Estimator of small exceedance probabilities and large return periods using MOM |
rfrechet | The Frechet distribution |
rgpd | The generalised Pareto distribution |
rpareto | The Pareto distribution |
rSplice | Spliced distribution |
rtburr | The truncated Burr distribution |
rtexp | The truncated exponential distribution |
rtfrechet | The truncated Frechet distribution |
rtgpd | The truncated generalised Pareto distribution |
rtlnorm | The truncated log-normal distribution |
rtpareto | The truncated Pareto distribution |
rtweibull | The truncated Weibull distribution |
Scale | Scale estimator |
Scale.2o | Bias-reduced scale estimator using second order Hill estimator |
ScaleEPD | Bias-reduced scale estimator using EPD estimator |
ScaleReg | Scale estimator in regression |
secura | Secura dataset |
soa | SOA Group Medical Insurance Large Claims Database |
SpliceECDF | Plot of fitted and empirical survival function |
SpliceFit | Splicing fit |
SpliceFitGPD | Splicing of mixed Erlang and GPD using POT-MLE |
SpliceFitHill | Splicing of mixed Erlang and Pareto |
SpliceFiticPareto | Splicing of mixed Erlang and Pareto for interval censored data |
SpliceFitPareto | Splicing of mixed Erlang and Pareto |
SpliceLL | LL-plot with fitted and empirical survival function |
SpliceLL_TB | LL-plot with fitted and Turnbull survival function |
SplicePP | PP-plot with fitted and empirical survival function |
SplicePP_TB | PP-plot with fitted and Turnbull survival function |
SpliceQQ | Splicing quantile plot |
SpliceQQ_TB | Splicing quantile plot using Turnbull estimator |
SpliceTB | Plot of fitted and Turnbull survival function |
stdf | Non-parametric estimators of the STDF |
stdf2 | Non-parametric estimators of the STDF |
trDT | Truncation odds |
trDTMLE | Truncation odds |
trEndpoint | Estimator of endpoint |
trEndpointMLE | Estimator of endpoint |
trHill | Hill estimator for upper truncated data |
trMLE | MLE estimator for upper truncated data |
trParetoQQ | Truncated Pareto quantile plot |
trProb | Estimator of small exceedance probabilities using truncated Hill |
trProbMLE | Estimator of small exceedance probabilities using truncated MLE |
trQuant | Estimator of large quantiles using truncated Hill |
trQuantMLE | Estimator of large quantiles using truncated MLE |
trQuantW | Estimator of large quantiles using truncated Hill |
trTest | Test for truncated Pareto-type tails |
trTestMLE | Test for truncated GPD tails |
TSfraction | Least Squares tail estimator |
Turnbull | Turnbull estimator |
VaR | VaR of splicing fit |
WeibullQQ | Weibull quantile plot |
WeibullQQ_der | Derivative plot of the Weibull QQ-plot |
Weissman.p | Weissman estimator of small exceedance probabilities and large return periods |
Weissman.q | Weissman estimator of extreme quantiles |
Weissman.q.2oQV | Second order refined Weissman estimator of extreme quantiles (QV) |
Weissman.r | Weissman estimator of small exceedance probabilities and large return periods |