Estimators and Algorithms for Heavy-Tailed Distributions
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Documentation for package ‘heavytails’ version 0.1.1
Help Pages
| doublebootstrap | Double Bootstrap algorithm |
| gpd_lg_likelihood | Negative Log likelihood of Generalized Pareto Distribution |
| hill_estimator | Hill Estimator |
| moments_estimator | Moments Estimator |
| pickands_estimator | Pickands Estimator |
| plfit | Power-law fit (PLFIT) Algorithm |
| pot_estimator | Peaks-over-threshold (POT) Estimator |