Statistics of Extremes

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Documentation for package ‘extremis’ version 1.2.1

Help Pages

angcdf Empirical-Likelihood Based Inference for the Angular Measure
angcdf.default Empirical-Likelihood Based Inference for the Angular Measure
angdensity Empirical-Likelihood Based Inference for the Angular Density
angdensity.default Empirical-Likelihood Based Inference for the Angular Density
angscdf Smooth Empirical-Likelihood Based Inference for the Angular Measure
angscdf.default Smooth Empirical-Likelihood Based Inference for the Angular Measure
beatenberg Beatenberg
cdensity Kernel Smoothed Scedasis Density
cdensity.default Kernel Smoothed Scedasis Density
cdf Empirical Scedasis Distribution Function
cdf.default Empirical Scedasis Distribution Function
cmodes Mode Mass Function
cmodes.default Mode Mass Function
kgvar K-Geometric Means Algorithm for Value-at-Risk
kgvar.default K-Geometric Means Algorithm for Value-at-Risk
khetmeans K-Means Clustering for Heteroscedastic Extremes
khetmeans.default K-Means Clustering for Heteroscedastic Extremes
lse Selected Stocks from the London Stock Exchange
plotFrechet Unit Fréchet Scatterplot in Log-log Scale
plotFrechet.default Unit Fréchet Scatterplot in Log-log Scale
sp500 Standard & Poor 500