Smooth Estimation of GPD Shape Parameter


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Documentation for package `smoothtail' version 1.0

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smoothtail-package Smooth Estimation of GPD Shape Parameter
dgpd The Generalized Pareto Distribution
falk Compute original and smoothed version of Falk's estimator
falkMVUE Compute original and smoothed version of Falk's estimator for a known endpoint
gpd The Generalized Pareto Distribution
logcon Smooth Estimation of GPD Shape Parameter
logcondens Smooth Estimation of GPD Shape Parameter
pgpd The Generalized Pareto Distribution
pickands Compute original and smoothed version of Pickand's estimator
qgpd The Generalized Pareto Distribution
rgpd The Generalized Pareto Distribution
smoothtail Smooth Estimation of GPD Shape Parameter
tail index Smooth Estimation of GPD Shape Parameter