R: Estimation of Extreme Conditional Quantiles and Probabilities

# Estimation of Extreme Conditional Quantiles and Probabilities

## Documentation for package ‘extremefit’ version 1.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

bandwidth.CV | Choice of the bandwidth by cross validation.
bandwidth.grid | Bandwidth Grid
Biweight.kernel | Biweight kernel function
bootCI | Pointwise confidence intervals by bootstrap
bootCI.ts | Pointwise confidence intervals by bootstrap
Burr Distribution | Burr distribution
cox.adapt | Compute the extreme quantile procedure for Cox model
CriticalValue | Computation of the critical value in the hill.adapt function
dataOyster | High-frequency noninvasive valvometry data
dataWind | Wind speed for Brest (France)
dburr | Burr distribution
dpareto | Pareto distribution
dparetomix | Pareto mixture distribution
Epa.kernel | Epanechnikov kernel function
Gaussian.kernel | Gaussian kernel function
goftest | Goodness of fit test statistics
goftest.hill.adapt | Goodness of fit test statistics
goftest.hill.ts | Goodness of fit test statistics for time series
hill | Hill estimator
hill.adapt | Compute the extreme quantile procedure
hill.ts | Compute the extreme quantile procedure on a time dependent data
LoadCurve | Load curve of an habitation
Pareto Distribution | Pareto distribution
Pareto mix | Pareto mixture distribution
pburr | Burr distribution
plot.hill | Hill plot
plot.hill.adapt | Hill.adapt plot
ppareto | Pareto distribution
pparetoCP | Pareto change point distribution
pparetomix | Pareto mixture distribution
predict.cox.adapt | Predict the survival or quantile function from the extreme procedure for the Cox model
predict.hill | Predict the adaptive survival or quantile function
predict.hill.adapt | Predict the adaptive survival or quantile function
predict.hill.ts | Predict the adaptive survival or quantile function for a time serie
print.hill.ts | Compute the extreme quantile procedure on a time dependent data
probgrid | Probability grid
qburr | Burr distribution
qpareto | Pareto distribution
qparetoCP | Pareto change point distribution
qparetomix | Pareto mixture distribution
rburr | Burr distribution
rburr.dependent | Generate Burr dependent data
Rectangular.kernel | Rectangular kernel function
rpareto | Pareto distribution
rparetoCP | Pareto change point distribution
rparetomix | Pareto mixture distribution
Triang.kernel | Triangular kernel function
TruncGauss.kernel | Truncated Gaussian kernel function
wecdf | Weighted empirical cumulative distribution function
wquantile | Weighted quantile