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 |