| smoothtail-package |
Smooth Estimation of GPD Shape Parameter |
| dgpd |
The Generalized Pareto Distribution |
| falk |
Compute original and smoothed version of Falk's estimator |
| falkMVUE |
Compute original and smoothed version of Falk's estimator for a known endpoint |
| generalizedPick |
Compute generalized Pickand's estimator |
| gpd |
The Generalized Pareto Distribution |
| lambdaGenPick |
Auxiliary function to compute Segers' estimator |
| logcon |
Smooth Estimation of GPD Shape Parameter |
| logcondens |
Smooth Estimation of GPD Shape Parameter |
| pgpd |
The Generalized Pareto Distribution |
| pickands |
Compute original and smoothed version of Pickands' estimator |
| qgpd |
The Generalized Pareto Distribution |
| rgpd |
The Generalized Pareto Distribution |
| smoothtail |
Smooth Estimation of GPD Shape Parameter |
| tail index |
Smooth Estimation of GPD Shape Parameter |
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