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evt0  

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
View on CRAN: Click here


Download and install evt0 package within the R console
Install from CRAN:
install.packages("evt0")

Install from Github:
library("remotes")
install_github("cran/evt0")

Install by package version:
library("remotes")
install_version("evt0", "1.1.5")



Attach the package and use:
library("evt0")
Maintained by
Leo Belzile
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-11-16
Latest Update: 2023-04-21
Description:
The R package proposes extreme value index estimators for heavy tailed models by mean of order p , peaks over random threshold and a bias-reduced estimator . The package also computes moment, generalised Hill and mixed moment estimates for the extreme value index. High quantiles and value at risk estimators based on these estimators are implemented.
How to cite:
Leo Belzile (2013). evt0: Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates. R package version 1.1.5, https://cran.r-project.org/web/packages/evt0. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2013-11-16 06:37), 1.1-0 (2013-11-24 01:02), 1.1-3 (2013-12-24 07:41), 1.1-4 (2023-04-22 01:52)
Other packages that cited evt0 R package
View evt0 citation profile
Other R packages that evt0 depends, imports, suggests or enhances
Complete documentation for evt0
Functions, R codes and Examples using the evt0 R package
Some associated functions: DPOT . PORT.Hill . PORT.q . S_P500 . evt0-package . mop.AREFF . mop . mop.q . other.EVI . other.q . otherPORT.q . 
Some associated R codes: DPOT.R . PORTHill.R . PORTq.R . mop.R . mopAREFF.R . mopq.R . otherEVI.R . otherPORTq.R . otherq.R .  Full evt0 package functions and examples
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