Statistics of Extremes
Empirical-Likelihood Based Inference for the Angular Measure
Empirical-Likelihood Based Inference for the Angular Density
Smooth Empirical-Likelihood Based Inference for the Angular Measure
Kernel Smoothed Scedasis Density
Empirical Scedasis Distribution Function
Mode Mass Function
K-Geometric Means Algorithm for Value-at-Risk
K-Means Clustering for Heteroscedastic Extremes
Unit Fréchet Scatterplot in Log-log Scale
Conducts inference in statistical models for extreme values (de Carvalho et al (2012), <doi:10.1080/03610926.2012.709905>; de Carvalho and Davison (2014), <doi:10.1080/01621459.2013.872651>; Einmahl et al (2016), <doi:10.1111/rssb.12099>).