ReIns1.0.14 package

Select optimal threshold for Hill estimator

The Burr distribution

EPD estimator for right censored data

Exponential quantile plot for right censored data

Generalised Hill estimator for right censored data

GPD-ML estimator for right censored data

Hill estimator for right censored data

Log-normal quantile plot for right censored data

MOM estimator for right censored data

Pareto quantile plot for right censored data

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of large quantiles using censored Hill

Estimator of large quantiles using censored Hill

Estimator of large quantiles using censored GPD-MLE

Estimator of large quantiles using censored MOM

Hill-type estimator for the conditional EVI

Conditional Pareto quantile plot for right censored data

Non-parametric estimator of conditional survival function

Conditional Tail Expectation

Weibull quantile plot for right censored data

EPD estimator

Fit EPD using MLE

The Extended Pareto Distribution

EVT fit

Estimates for excess-loss premiums using EPD estimates

Estimates for excess-loss premiums using GPD-MLE estimates

Estimates for excess-loss premiums using a Pareto model

Estimates for excess-loss premiums using splicing

Exponential quantile plot

The Frechet distribution

Generalised Hill estimator

Generalised quantile plot

The generalised Pareto distribution

Fit GPD using MLE

GPD-ML estimator

GPD residual plot

Hill estimator

Bias-reduced MLE (Quantile view)

Hill estimator for interval censored data

Pareto quantile plot for interval censored data

Kaplan-Meier estimator

Log-normal quantile plot

Derivative plot of the log-normal QQ-plot

Least Squares tail estimator

Mean excess function

Mean excess function using Turnbull estimator

Mixed Erlang fit

Moment estimator

The Pareto distribution

Pareto quantile plot

Derivative plot of the Pareto QQ-plot

Classical estimators for the CDF

Edgeworth approximation

Gram-Charlier approximation

Weissman estimator of small exceedance probabilities and large return ...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small exceedance probabilities and large return periods u...

Estimator of small tail probability in regression

Weissman estimator of extreme quantiles

Second order refined Weissman estimator of extreme quantiles (QV)

Estimator of extreme quantiles using generalised Hill

Estimator of extreme quantiles using GPD-MLE

Estimator of extreme quantiles using MOM

Estimator of extreme quantiles in regression

Bias-reduced scale estimator using second order Hill estimator

Scale estimator

Bias-reduced scale estimator using EPD estimator

Scale estimator in regression

Spliced distribution

Plot of fitted and empirical survival function

Splicing fit

Splicing of mixed Erlang and GPD using POT-MLE

Splicing of mixed Erlang and Pareto for interval censored data

Splicing of mixed Erlang and Pareto

LL-plot with fitted and empirical survival function

LL-plot with fitted and Turnbull survival function

PP-plot with fitted and empirical survival function

PP-plot with fitted and Turnbull survival function

Splicing quantile plot

Splicing quantile plot using Turnbull estimator

Plot of fitted and Turnbull survival function

Non-parametric estimators of the STDF

The truncated Burr distribution

The truncated exponential distribution

The truncated Frechet distribution

The truncated generalised Pareto distribution

The truncated log-normal distribution

The truncated Pareto distribution

Truncation odds

Truncation odds

Estimator of endpoint

Estimator of endpoint

Hill estimator for upper truncated data

MLE estimator for upper truncated data

Truncated Pareto quantile plot

Estimator of small exceedance probabilities using truncated Hill

Estimator of small exceedance probabilities using truncated MLE

Estimator of large quantiles using truncated Hill

Estimator of large quantiles using truncated MLE

Test for truncated Pareto-type tails

Test for truncated GPD tails

Turnbull estimator

The truncated Weibull distribution

VaR of splicing fit

Weibull quantile plot

Derivative plot of the Weibull QQ-plot