extremefit1.0.2 package

Choice of the bandwidth by cross validation.

Bandwidth Grid

Biweight kernel function

Pointwise confidence intervals by bootstrap

Pointwise confidence intervals by bootstrap

Burr distribution

Compute the extreme quantile procedure for Cox model

Computation of the critical value in the hill.adapt function

Epanechnikov kernel function

Gaussian kernel function

Goodness of fit test statistics

Goodness of fit test statistics for time series

Goodness of fit test statistics

Compute the extreme quantile procedure

Hill estimator

Compute the extreme quantile procedure on a time dependent data

Pareto distribution

Pareto mixture distribution

Hill.adapt plot

Hill plot

Pareto change point distribution

Predict the survival or quantile function from the extreme procedure f...

Predict the adaptive survival or quantile function

Predict the adaptive survival or quantile function

Predict the adaptive survival or quantile function for a time serie

Probability grid

Generate Burr dependent data

Rectangular kernel function

Triangular kernel function

Truncated Gaussian kernel function

Weighted empirical cumulative distribution function

Weighted quantile