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 |