Optimally Robust Estimation for Extreme Value Distributions

---

Documentation for package ‘RobExtremes’ version 1.3.0

• DESCRIPTION file.
• Package NEWS.

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A C D E G I K L M P Q R S V W misc

RobExtremes-package

RobExtremes - Optimally Robust Estimation for Extreme Value Distributions

-- A --

APERYCONSTANT	Built-in Constants in package RobExtremes
asvarMedkMAD	Function to compute asymptotic variance of MedkMAD estimator
asvarPickands	Function to compute asymptotic variance of Pickands estimator
asvarQBCC	Function to compute asymptotic variance of QuantileBCC estimator

-- C --

checkIC-method

Methods for Functions checkIC and makeIC in Package 'RobExtremes'

-- D --

dispersion	LDEstimate-class.
dispersion-method	LDEstimate-class.
DistributionsIntegratingByQuantiles-class	Generic Function for the Computation of (Conditional) Expectations

-- E --

E	Generic Function for the Computation of (Conditional) Expectations
E-method	Generic Function for the Computation of (Conditional) Expectations
E-methods	Generic Function for the Computation of (Conditional) Expectations
EULERMASCHERONICONSTANT	Built-in Constants in package RobExtremes

-- G --

getCVaR	Risk Measures for Scale-Shape Families
getEL	Risk Measures for Scale-Shape Families
getShapeGrid	Function to compute LD (location-dispersion) estimates
getSnGrid	Function to compute LD (location-dispersion) estimates
getStartIC	Methods for Function getStartIC in Package 'RobExtremes'
getStartIC-method	Methods for Function getStartIC in Package 'RobExtremes'
getStartIC-methods	Methods for Function getStartIC in Package 'RobExtremes'
getVaR	Risk Measures for Scale-Shape Families
GEV	Generating function for GEV-class
GEV-class	Generalized EV distribution
gev.diag	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.diag-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.diag-methods	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.prof	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.prof-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi-methods	Methods for Diagnostic Functions in Package 'RobExtremes'
GEVCvMMD.ALEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVFamily	Generating function for families of Generalized Extreme Value distributions
GEVFamilyMuUnknown	Generating function for families of Generalized Extreme Value distributions
GEVkStepEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVLDEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVMCEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVMDEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVML.ALEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVORobEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GEVParameter-class	Parameter of generalized Pareto distributions
GPareto	Generating function for GPareto-class
GPareto-class	Generalized Pareto distribution
GParetoFamily	Generating function for Generalized Pareto families
GParetoParameter-class	Parameter of generalized Pareto distributions
gpd.diag	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.diag-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.diag-methods	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.prof	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.prof-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi-method	Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi-methods	Methods for Diagnostic Functions in Package 'RobExtremes'
GPDCvMMD.ALEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDkStepEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDLDEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDMCEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDMDEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDML.ALEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
GPDORobEstimate-class	Internal Estimator Return Classes in 'RobExtremes'
Gumbel	Generating function for Gumbel-class
Gumbel-class	Gumbel distribution
GumbelLocationFamily	Generating function for Gumbel location families
GumbelParameter-class	Paramter of Gumbel distributions

-- I --

initialize-method	Generalized EV distribution
initialize-method	Generalized Pareto distribution
initialize-method	Gumbel distribution
initialize-method	Pareto distribution
InternalEstimatorReturnClasses-class	Internal Estimator Return Classes in 'RobExtremes'
interpolateSn	Function to compute LD (location-dispersion) estimates
IQR	Generic Functions for the Computation of Functionals
IQR-method	Generic Functions for the Computation of Functionals
IQR-methods	Generic Functions for the Computation of Functionals

-- K --

kMAD	Asymmetric Median of Absolute Deviations for Skewed Distributions
kMAD-method	Asymmetric Median of Absolute Deviations for Skewed Distributions
kMAD-methods	Asymmetric Median of Absolute Deviations for Skewed Distributions
kurtosis	Generic Functions for the Computation of Functionals
kurtosis-method	Generic Functions for the Computation of Functionals
kurtosis-methods	Generic Functions for the Computation of Functionals

-- L --

LDEstimate-class	LDEstimate-class.
LDEstimator	Function to compute LD (location-dispersion) estimates
liesInSupport-method	Generalized EV distribution
liesInSupport-method	Generalized Pareto distribution
liesInSupport-method	Gumbel distribution
liesInSupport-method	Pareto distribution
loc	Paramter of Gumbel distributions
loc-method	Generalized EV distribution
loc-method	Parameter of generalized Pareto distributions
loc-method	Generalized Pareto distribution
loc-method	Parameter of generalized Pareto distributions
loc-method	Gumbel distribution
loc-method	Paramter of Gumbel distributions
loc<-	Paramter of Gumbel distributions
loc<--method	Generalized EV distribution
loc<--method	Parameter of generalized Pareto distributions
loc<--method	Generalized Pareto distribution
loc<--method	Parameter of generalized Pareto distributions
loc<--method	Gumbel distribution
loc<--method	Paramter of Gumbel distributions
location-method	Generalized EV distribution
location-method	Parameter of generalized Pareto distributions
location-method	Generalized Pareto distribution
location-method	Parameter of generalized Pareto distributions
location-method	LDEstimate-class.
location<--method	Generalized EV distribution
location<--method	Parameter of generalized Pareto distributions
location<--method	Generalized Pareto distribution
location<--method	Parameter of generalized Pareto distributions

-- M --

makeIC-method	Methods for Functions checkIC and makeIC in Package 'RobExtremes'
median	Generic Functions for the Computation of Functionals
median-method	Generic Functions for the Computation of Functionals
median-methods	Generic Functions for the Computation of Functionals
medkMAD	Function to compute LD (location-dispersion) estimates
medkMADhybr	Function to compute LD (location-dispersion) estimates
medQn	Function to compute LD (location-dispersion) estimates
medSn	Function to compute LD (location-dispersion) estimates
Min-method	Pareto distribution
Min-method	Paramter of Pareto distributions
Min<--method	Pareto distribution
Min<--method	Paramter of Pareto distributions
moveICBackFromRefParam	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveICBackFromRefParam-method	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveICBackFromRefParam-methods	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam-method	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam-methods	Methods for Functions moving from and to reference parameter in Package 'RobExtremes'

-- P --

Pareto	Generating function for Pareto-class
Pareto-class	Pareto distribution
ParetoFamily	Generating function for Generalized Pareto families
ParetoParameter-class	Paramter of Pareto distributions
PickandsEstimator	Function to compute Pickands estimates for the GPD and GEVD
print.riskMeasure	Risk Measures for Scale-Shape Families

-- Q --

Qn	Generic Functions for the Computation of Functionals
Qn-method	Generic Functions for the Computation of Functionals
Qn-methods	Generic Functions for the Computation of Functionals
QuantileBCCEstimator	Function to compute QuantileBCC estimates for the Weibull Family

-- R --

RobExtremes

RobExtremes - Optimally Robust Estimation for Extreme Value Distributions

-- S --

scale-method	Generalized EV distribution
scale-method	Parameter of generalized Pareto distributions
scale-method	Generalized Pareto distribution
scale-method	Parameter of generalized Pareto distributions
scale-method	Gumbel distribution
scale-method	Paramter of Gumbel distributions
scale-method	Pareto distribution
scale-method	Paramter of Pareto distributions
scale<--method	Generalized EV distribution
scale<--method	Parameter of generalized Pareto distributions
scale<--method	Generalized Pareto distribution
scale<--method	Parameter of generalized Pareto distributions
scale<--method	Gumbel distribution
scale<--method	Paramter of Gumbel distributions
shape	Paramter of Pareto distributions
shape-method	Generalized EV distribution
shape-method	Parameter of generalized Pareto distributions
shape-method	Generalized Pareto distribution
shape-method	Parameter of generalized Pareto distributions
shape-method	Pareto distribution
shape-method	Paramter of Pareto distributions
shape<-	Paramter of Pareto distributions
shape<--method	Generalized EV distribution
shape<--method	Parameter of generalized Pareto distributions
shape<--method	Generalized Pareto distribution
shape<--method	Parameter of generalized Pareto distributions
shape<--method	Pareto distribution
shape<--method	Paramter of Pareto distributions
show-method	LDEstimate-class.
skewness	Generic Functions for the Computation of Functionals
skewness-method	Generic Functions for the Computation of Functionals
skewness-methods	Generic Functions for the Computation of Functionals
Sn	Generic Functions for the Computation of Functionals
Sn-method	Generic Functions for the Computation of Functionals
Sn-methods	Generic Functions for the Computation of Functionals

-- V --

validParameter	Methods for function validParameter in Package 'RobExtremes'
validParameter-method	Methods for function validParameter in Package 'RobExtremes'
validParameter-methods	Methods for function validParameter in Package 'RobExtremes'
var	Generic Functions for the Computation of Functionals
var-method	Generic Functions for the Computation of Functionals
var-methods	Generic Functions for the Computation of Functionals

-- W --

WeibullFamily

Generating function for Weibull family

-- misc --

*-method	Generalized EV distribution
*-method	Generalized Pareto distribution
*-method	Gumbel distribution
*-method	Pareto distribution
+-method	Generalized EV distribution
+-method	Generalized Pareto distribution
+-method	Gumbel distribution
.checkEstClassForParamFamily	Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.checkEstClassForParamFamily-method	Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.checkEstClassForParamFamily-methods	Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.PickandsEstimator	Function to compute Pickands estimates for the GPD and GEVD
.QBCC	Function to compute QuantileBCC estimates for the Weibull Family