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| NEWS | R Documentation |
Hill_estimator() Hill estimator.
Hill_plot() Hill plot.
rBrownian() for simulating Brownian and related motions.
X.rearranged.opt.row of rearrange() and its wrappers.
VaR_np() and ES_np() compute value-at-risk and
expected shortfall for the sum if the input is a matrix.
dGPDtail(), pGPDtail(), qGPDtail(),
rGPDtail() (and renamed VaR_POT() to
VaR_GPDtail() and ES_POT() to ES_GPDtail()
correspondingly)
plot_matrix(): used to plot transposed matrix.
VaR_POT(), ES_POT()
GPD_shape_plot(), tail_plot()
mean_excess_np(), mean_excess_GPD() and
mean_excess_plot()
edf_plot()
Fitting of GEV distribution and GPD.
More intuitive (re)naming of all arguments of EVT related functions.
(none)
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.