| check.bcmethod |
Internal functions for checking function input arguments |
| check.control |
Internal functions for checking function input arguments |
| check.design.knots |
Internal functions for checking function input arguments |
| check.inputn |
Internal functions for checking function input arguments |
| check.kbw |
Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals. |
| check.kernel |
Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals. |
| check.kinputs |
Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals. |
| check.logic |
Internal functions for checking function input arguments |
| check.n |
Internal functions for checking function input arguments |
| check.nn |
Internal functions for checking function input arguments |
| check.nparam |
Internal functions for checking function input arguments |
| check.offset |
Internal functions for checking function input arguments |
| check.optim |
Internal functions for checking function input arguments |
| check.param |
Internal functions for checking function input arguments |
| check.phiu |
Internal functions for checking function input arguments |
| check.posparam |
Internal functions for checking function input arguments |
| check.prob |
Internal functions for checking function input arguments |
| check.quant |
Internal functions for checking function input arguments |
| check.text |
Internal functions for checking function input arguments |
| checking |
Internal functions for checking function input arguments |
| cvpsden |
MLE Fitting of P-splines Density Estimator |
| dbckden |
Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| dbckdengpd |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| dbckdengpdcon |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| dbetagpd |
Beta Bulk and GPD Tail Extreme Value Mixture Model |
| dbetagpdcon |
Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| ddwm |
Dynamically Weighted Mixture Model |
| densplot |
Diagnostic Plots for Extreme Value Mixture Models |
| dgammagpd |
Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| dgammagpdcon |
Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| dgkg |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model |
| dgkgcon |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both |
| dgng |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model |
| dgngcon |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds |
| dgpd |
Generalised Pareto Distribution (GPD) |
| dhpd |
Hybrid Pareto Extreme Value Mixture Model |
| dhpdcon |
Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| ditmgng |
Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model |
| ditmnormgpd |
Normal Bulk and GPD Tail Interval Transition Mixture Model |
| ditmweibullgpd |
Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| dkden |
Kernel Density Estimation, With Variety of Kernels |
| dkdengpd |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| dkdengpdcon |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| dlognormgpd |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model |
| dlognormgpdcon |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| dmgamma |
Mixture of Gammas Distribution |
| dmgammagpd |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model |
| dmgammagpdcon |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| dnormgpd |
Normal Bulk and GPD Tail Extreme Value Mixture Model |
| dnormgpdcon |
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| dpsden |
P-Splines probability density function |
| dpsdengpd |
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model |
| dweibullgpd |
Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| dweibullgpdcon |
Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| dwm |
Dynamically Weighted Mixture Model |
| fbckden |
Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| fbckdengpd |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| fbckdengpdcon |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| fbetagpd |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model |
| fbetagpdcon |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| fdwm |
MLE Fitting of Dynamically Weighted Mixture Model |
| fgammagpd |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| fgammagpdcon |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| fgkg |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model |
| fgkgcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| fgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model |
| fgngcon |
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| fgpd |
MLE Fitting of Generalised Pareto Distribution (GPD) |
| fhpd |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model |
| fhpdcon |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| fitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| fitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| fitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| fkden |
Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels |
| fkdengpd |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| fkdengpdcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| flognormgpd |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model |
| flognormgpdcon |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| fmgamma |
MLE Fitting of Mixture of Gammas Using EM Algorithm |
| fmgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| fmgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| fnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model |
| fnormgpdcon |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| fpsden |
MLE Fitting of P-splines Density Estimator |
| fpsdengpd |
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| fweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| fweibullgpdcon |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lbckden |
Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| lbckdengpd |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| lbckdengpdcon |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lbetagpd |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model |
| lbetagpdcon |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| ldwm |
MLE Fitting of Dynamically Weighted Mixture Model |
| lgammagpd |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| lgammagpdcon |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lgkg |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model |
| lgkgcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| lgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model |
| lgngcon |
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| lgpd |
MLE Fitting of Generalised Pareto Distribution (GPD) |
| lhpd |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model |
| lhpdcon |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| litmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| litmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| litmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| lkden |
Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels |
| lkdengpd |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| lkdengpdcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| llognormgpd |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model |
| llognormgpdcon |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lmgamma |
MLE Fitting of Mixture of Gammas Using EM Algorithm |
| lmgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| lmgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| lnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model |
| lnormgpdcon |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lognormgpd |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model |
| lognormgpdcon |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| lpsden |
MLE Fitting of P-splines Density Estimator |
| lpsdengpd |
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| lweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| lweibullgpdcon |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlbckden |
Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| nlbckdengpd |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nlbckdengpdcon |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlbetagpd |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model |
| nlbetagpdcon |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nldwm |
MLE Fitting of Dynamically Weighted Mixture Model |
| nlEMmgamma |
MLE Fitting of Mixture of Gammas Using EM Algorithm |
| nlEMmgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| nlEMmgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| nleuitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| nleuitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| nleuitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| nlgammagpd |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| nlgammagpdcon |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlgkg |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model |
| nlgkgcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| nlgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model |
| nlgngcon |
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| nlgpd |
MLE Fitting of Generalised Pareto Distribution (GPD) |
| nlhpd |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model |
| nlhpdcon |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| nlitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| nlitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| nlitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| nlkden |
Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels |
| nlkdengpd |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nlkdengpdcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nllognormgpd |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model |
| nllognormgpdcon |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlmgamma |
MLE Fitting of Mixture of Gammas Using EM Algorithm |
| nlmgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| nlmgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| nlnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model |
| nlnormgpdcon |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlpsden |
MLE Fitting of P-splines Density Estimator |
| nlpsdengpd |
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nlubckdengpd |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nlubckdengpdcon |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlubetagpd |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model |
| nlubetagpdcon |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nluEMmgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| nluEMmgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| nlugammagpd |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| nlugammagpdcon |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlugkg |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model |
| nlugkgcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| nlugng |
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model |
| nlugngcon |
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| nluhpdcon |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| nluitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| nluitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| nluitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| nlukdengpd |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nlukdengpdcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlulognormgpd |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model |
| nlulognormgpdcon |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlumgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| nlumgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| nlunormgpd |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model |
| nlunormgpdcon |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlupsdengpd |
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| nluweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| nluweibullgpdcon |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| nlweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| nlweibullgpdcon |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| normgpd |
Normal Bulk and GPD Tail Extreme Value Mixture Model |
| normgpdcon |
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pbckden |
Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| pbckdengpd |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| pbckdengpdcon |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| pbckdenxbeta1 |
Internal Functions |
| pbckdenxbeta2 |
Internal Functions |
| pbckdenxcopula |
Internal Functions |
| pbckdenxcutnorm |
Internal Functions |
| pbckdenxgamma1 |
Internal Functions |
| pbckdenxgamma2 |
Internal Functions |
| pbckdenxlog |
Internal Functions |
| pbckdenxnn |
Internal Functions |
| pbckdenxreflect |
Internal Functions |
| pbckdenxrenorm |
Internal Functions |
| pbckdenxsimple |
Internal Functions |
| pbetagpd |
Beta Bulk and GPD Tail Extreme Value Mixture Model |
| pbetagpdcon |
Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pdwm |
Dynamically Weighted Mixture Model |
| pgammagpd |
Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| pgammagpdcon |
Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pgkg |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model |
| pgkgcon |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both |
| pgng |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model |
| pgngcon |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds |
| pgpd |
Generalised Pareto Distribution (GPD) |
| phpd |
Hybrid Pareto Extreme Value Mixture Model |
| phpdcon |
Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| pickandsplot |
Pickands Plot |
| pitmgng |
Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model |
| pitmnormgpd |
Normal Bulk and GPD Tail Interval Transition Mixture Model |
| pitmweibullgpd |
Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| pkden |
Kernel Density Estimation, With Variety of Kernels |
| pkdengpd |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| pkdengpdcon |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| pkdenx |
Internal Functions |
| plognormgpd |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model |
| plognormgpdcon |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pmgamma |
Mixture of Gammas Distribution |
| pmgammagpd |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model |
| pmgammagpdcon |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pnormgpd |
Normal Bulk and GPD Tail Extreme Value Mixture Model |
| pnormgpdcon |
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pplot |
Diagnostic Plots for Extreme Value Mixture Models |
| ppsden |
P-Splines probability density function |
| ppsdengpd |
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model |
| profleuitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| profleuitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| profleuitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| proflubckdengpd |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| proflubckdengpdcon |
MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflubetagpd |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model |
| proflubetagpdcon |
MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflugammagpd |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| proflugammagpdcon |
MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflugkg |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model |
| proflugkgcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| proflugng |
MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model |
| proflugngcon |
MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model |
| profluhpdcon |
MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| profluitmgng |
MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model |
| profluitmnormgpd |
MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model |
| profluitmweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| proflukdengpd |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| proflukdengpdcon |
MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflulognormgpd |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model |
| proflulognormgpdcon |
MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflumgammagpd |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. |
| proflumgammagpdcon |
MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. |
| proflunormgpd |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model |
| proflunormgpdcon |
MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| proflupsdengpd |
MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model |
| profluweibullgpd |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| profluweibullgpdcon |
MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pscounts |
Internal Functions |
| psden |
P-Splines probability density function |
| psdengpd |
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model |
| pweibullgpd |
Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| pweibullgpdcon |
Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| pxb |
Internal Functions |
| qbckden |
Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| qbckdengpd |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| qbckdengpdcon |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| qbetagpd |
Beta Bulk and GPD Tail Extreme Value Mixture Model |
| qbetagpdcon |
Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| qdwm |
Dynamically Weighted Mixture Model |
| qgammagpd |
Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| qgammagpdcon |
Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| qgbgmix |
Internal Functions |
| qgbgmixprime |
Internal Functions |
| qgkg |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model |
| qgkgcon |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both |
| qgng |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model |
| qgngcon |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds |
| qgpd |
Generalised Pareto Distribution (GPD) |
| qhpd |
Hybrid Pareto Extreme Value Mixture Model |
| qhpdcon |
Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| qitmgng |
Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model |
| qitmnormgpd |
Normal Bulk and GPD Tail Interval Transition Mixture Model |
| qitmweibullgpd |
Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| qkden |
Kernel Density Estimation, With Variety of Kernels |
| qkdengpd |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| qkdengpdcon |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| qlognormgpd |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model |
| qlognormgpdcon |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| qmgamma |
Mixture of Gammas Distribution |
| qmgammagpd |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model |
| qmgammagpdcon |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| qmix |
Internal Functions |
| qmixprime |
Internal Functions |
| qnormgpd |
Normal Bulk and GPD Tail Extreme Value Mixture Model |
| qnormgpdcon |
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| qplot |
Diagnostic Plots for Extreme Value Mixture Models |
| qpsden |
P-Splines probability density function |
| qpsdengpd |
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model |
| qweibullgpd |
Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| qweibullgpdcon |
Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rbckden |
Boundary Corrected Kernel Density Estimation Using a Variety of Approaches |
| rbckdengpd |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| rbckdengpdcon |
Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| rbetagpd |
Beta Bulk and GPD Tail Extreme Value Mixture Model |
| rbetagpdcon |
Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rdwm |
Dynamically Weighted Mixture Model |
| rgammagpd |
Gamma Bulk and GPD Tail Extreme Value Mixture Model |
| rgammagpdcon |
Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rgkg |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model |
| rgkgcon |
Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both |
| rgng |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model |
| rgngcon |
Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds |
| rgpd |
Generalised Pareto Distribution (GPD) |
| rhpd |
Hybrid Pareto Extreme Value Mixture Model |
| rhpdcon |
Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint |
| ritmgng |
Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model |
| ritmnormgpd |
Normal Bulk and GPD Tail Interval Transition Mixture Model |
| ritmweibullgpd |
Weibull Bulk and GPD Tail Interval Transition Mixture Model |
| rkden |
Kernel Density Estimation, With Variety of Kernels |
| rkdengpd |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model |
| rkdengpdcon |
Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint |
| rlognormgpd |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model |
| rlognormgpdcon |
Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rlplot |
Diagnostic Plots for Extreme Value Mixture Models |
| rmgamma |
Mixture of Gammas Distribution |
| rmgammagpd |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model |
| rmgammagpdcon |
Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rnormgpd |
Normal Bulk and GPD Tail Extreme Value Mixture Model |
| rnormgpdcon |
Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
| rpsden |
P-Splines probability density function |
| rpsdengpd |
P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model |
| rweibullgpd |
Weibull Bulk and GPD Tail Extreme Value Mixture Model |
| rweibullgpdcon |
Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint |
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