evt0 (1.1-3)

0 users

Mean of order p, peaks over random threshold Hill and high quantile estimates.

http://www.r-project.org
http://cran.r-project.org/web/packages/evt0

Computes extreme value index (EVI) estimate for heavy tailed models by Mean of order p (MOP) and peaks over random threshold (PORT) Hill methodologies. Besides, also computes moment, generalised Hill and mixed moment estimates for EVI. Compute high quantile or value-at-risk (VaR) based on above EVI estimates.

Maintainer: B G Manjunath
Author(s): B G Manjunath and Frederico Caeiro; guidance from Prof. M. Ivette Gomes and Prof. M. Isabel Fraga Alves

License: GPL (>= 2)

Uses: Does not use any package

Released almost 6 years ago.


Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of evt0 yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for evt0 on google, google scholar, r-help, r-devel.

Visit evt0 on R Graphical Manual.