extremefit

Biweight kernel function

Burr distribution

Computation of the critical value in the hill.adapt function

Epanechnikov kernel function

Gaussian kernel function

Load curve of an habitation

Pareto distribution

Pareto mixture distribution

Rectangular kernel function

Triangular kernel function

Truncated Gaussian kernel function

Choice of the bandwidth by cross validation.

Bandwidth Grid

Pointwise confidence intervals by bootstrap

Pointwise confidence intervals by bootstrap

Compute the extreme quantile procedure for Cox model

High-frequency noninvasive valvometry data

Wind speed for Brest (France)

Goodness of fit test statistics

Goodness of fit test statistics

Goodness of fit test statistics for time series

Hill estimator

Compute the extreme quantile procedure

Compute the extreme quantile procedure on a time dependent data

Hill plot

Hill.adapt plot

Pareto change point distribution

Predict the survival or quantile function from the extreme procedure for the Cox model

Predict the adaptive survival or quantile function

Predict the adaptive survival or quantile function

Predict the adaptive survival or quantile function for a time serie

Probability grid

Generate Burr dependent data

Weighted empirical cumulative distribution function

Weighted quantile