Estimation of Extreme Conditional Quantiles and Probabilities


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Documentation for package ‘extremefit’ version 1.0.2

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bandwidth.CV Choice of the bandwidth by cross validation.
bandwidth.grid Bandwidth Grid
Biweight.kernel Biweight kernel function
bootCI Pointwise confidence intervals by bootstrap
bootCI.ts Pointwise confidence intervals by bootstrap
Burr Distribution Burr distribution
cox.adapt Compute the extreme quantile procedure for Cox model
CriticalValue Computation of the critical value in the hill.adapt function
dataOyster High-frequency noninvasive valvometry data
dataWind Wind speed for Brest (France)
dburr Burr distribution
dpareto Pareto distribution
dparetomix Pareto mixture distribution
Epa.kernel Epanechnikov kernel function
Gaussian.kernel Gaussian kernel function
goftest Goodness of fit test statistics
goftest.hill.adapt Goodness of fit test statistics
goftest.hill.ts Goodness of fit test statistics for time series
hill Hill estimator
hill.adapt Compute the extreme quantile procedure
hill.ts Compute the extreme quantile procedure on a time dependent data
LoadCurve Load curve of an habitation
Pareto Distribution Pareto distribution
Pareto mix Pareto mixture distribution
pburr Burr distribution
plot.hill Hill plot
plot.hill.adapt Hill.adapt plot
ppareto Pareto distribution
pparetoCP Pareto change point distribution
pparetomix Pareto mixture distribution
predict.cox.adapt Predict the survival or quantile function from the extreme procedure for the Cox model
predict.hill Predict the adaptive survival or quantile function
predict.hill.adapt Predict the adaptive survival or quantile function
predict.hill.ts Predict the adaptive survival or quantile function for a time serie
print.hill.ts Compute the extreme quantile procedure on a time dependent data
probgrid Probability grid
qburr Burr distribution
qpareto Pareto distribution
qparetoCP Pareto change point distribution
qparetomix Pareto mixture distribution
rburr Burr distribution
rburr.dependent Generate Burr dependent data
Rectangular.kernel Rectangular kernel function
rpareto Pareto distribution
rparetoCP Pareto change point distribution
rparetomix Pareto mixture distribution
Triang.kernel Triangular kernel function
TruncGauss.kernel Truncated Gaussian kernel function
wecdf Weighted empirical cumulative distribution function
wquantile Weighted quantile