| tea-package |
Threshold Estimation Approaches |
| althill |
Alternative Hill Plot |
| avhill |
Averaged Hill Plot |
| dAMSE |
Minimizing the AMSE of the Hill estimator with respect to k |
| danielsson |
A Double Bootstrap Procedure for Choosing the Optimal Sample Fraction |
| danish |
Danish Fire Insurance Claims |
| dgpd |
The Generalized Pareto Distribution (GPD) |
| DK |
A Bias-based procedure for Choosing the Optimal Sample Fraction |
| eye |
Automated Approach for Interpreting the Hill-Plot |
| ggplot |
Gerstengarbe Plot |
| GH |
A Bias-based procedure for Choosing the Optimal Threshold |
| gomes |
A Double Bootstrap Procedure for Choosing the Optimal Sample Fraction |
| gpd |
The Generalized Pareto Distribution (GPD) |
| gpdFit |
Parameter estimation for the Generalized Pareto Distribution (GPD) |
| hall |
A Single Bootstrap Procedure for Choosing the Optimal Sample Fraction |
| Himp |
A Single Bootstrap Procedure for Choosing the Optimal Sample Fraction |
| HW |
Minimizing the AMSE of the Hill estimator with respect to k |
| mindist |
Minimizing the distance between the empirical tail and a theoretical Pareto tail with respect to k. |
| pgpd |
The Generalized Pareto Distribution (GPD) |
| PS |
Sample Path Stability Algorithm |
| qgpd |
The Generalized Pareto Distribution (GPD) |
| qqestplot |
QQ-Estimator-Plot |
| qqgpd |
QQ-Plot against the generalized Pareto distribution for given number of exceedances |
| rgpd |
The Generalized Pareto Distribution (GPD) |
| RT |
Adaptive choice of the optimal sample fraction in tail index estimation |
| sumplot |
Sum Plot |
| tea |
Threshold Estimation Approaches |
| TH |
Sequential Goodness of Fit Testing for the Generalized Pareto Distribution |
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