Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
Boundary Corrected Kernel Density Estimation Using a Variety of Approa...
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value ...
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value ...
Beta Bulk and GPD Tail Extreme Value Mixture Model
Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continu...
Internal functions for checking function input arguments
Dynamically Weighted Mixture Model
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Cor...
Diagnostic Plots for Extreme Value Mixture Models
Cross-validation MLE Fitting of Boundary Corrected Kernel Density Esti...
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and...
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and...
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with...
MLE Fitting of Dynamically Weighted Mixture Model
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model wit...
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails...
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails...
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixtur...
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continui...
MLE Fitting of Generalised Pareto Distribution (GPD)
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single C...
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition ...
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Mo...
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture M...
Cross-validation MLE Fitting of Kernel Density Estimator, With Variety...
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme V...
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme V...
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Mode...
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Mode...
MLE Fitting of Mixture of Gammas Using EM Algorithm
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixtu...
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixtu...
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model wi...
MLE Fitting of P-splines Density Estimator
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extrem...
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model w...
Gamma Bulk and GPD Tail Extreme Value Mixture Model
Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Contin...
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Val...
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Val...
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model...
Generalised Pareto Distribution (GPD)
Hill Plot
Hybrid Pareto Extreme Value Mixture Model
Hybrid Pareto Extreme Value Mixture Model with Single Continuity Const...
Internal Functions
Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture...
Normal Bulk and GPD Tail Interval Transition Mixture Model
Weibull Bulk and GPD Tail Interval Transition Mixture Model
Kernel Density Estimation, With Variety of Kernels
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With ...
Kernel functions
Various subsidiary kernel function, conversion of bandwidths and evalu...
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single C...
Mixture of Gammas Distribution
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with S...
Mean Residual Life Plot
Normal Bulk and GPD Tail Extreme Value Mixture Model
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Conti...
Pickands Plot
P-Splines probability density function
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model
Parameter Threshold Stability Plots
Weibull Bulk and GPD Tail Extreme Value Mixture Model
Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Cont...
The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.