Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

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Documentation for package ‘evt0’ version 1.1.5

• DESCRIPTION file.
• Package NEWS.

Help Pages

evt0-package	Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
DPOT	Duration based peaks over threshold value-at-risk forecast
evt0	Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
gh	Other extreme value index estimates
mm	Other extreme value index estimates
mo	Other extreme value index estimates
mop	Mean of order p statistic for the extreme value index
mop.AREFF	Asymptotic efficiency of mean of order p
mop.beta	Mean of order p statistic for the extreme value index
mop.MOP	Mean of order p statistic for the extreme value index
mop.q	High qunatile estimate by mean of order p statistic
mop.RBMOP	Mean of order p statistic for the extreme value index
mop.rho	Mean of order p statistic for the extreme value index
other.EVI	Other extreme value index estimates
other.q	Other methods for high quantile estimate
otherPORT.q	Other peaks over random threshold high quantile estimate
PORT.Hill	Peaks over random threshold Hill estimate
PORT.MOP	Peaks over random threshold Hill estimate
PORT.q	Peaks over random threshold high quantile estimate
PORT.RBMOP	Peaks over random threshold Hill estimate
S_P500	S&P500