R: Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

# Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

## Documentation for package ‘evt0’ version 1.1.5

- DESCRIPTION file
- Package NEWS

## Help Pages

evt0-package | Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
DPOT | Duration based peaks over threshold value-at-risk forecast
evt0 | Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
gh | Other extreme value index estimates
mm | Other extreme value index estimates
mo | Other extreme value index estimates
mop | Mean of order p statistic for the extreme value index
mop.AREFF | Asymptotic efficiency of mean of order p
mop.beta | Mean of order p statistic for the extreme value index
mop.MOP | Mean of order p statistic for the extreme value index
mop.q | High qunatile estimate by mean of order p statistic
mop.RBMOP | Mean of order p statistic for the extreme value index
mop.rho | Mean of order p statistic for the extreme value index
other.EVI | Other extreme value index estimates
other.q | Other methods for high quantile estimate
otherPORT.q | Other peaks over random threshold high quantile estimate
PORT.Hill | Peaks over random threshold Hill estimate
PORT.MOP | Peaks over random threshold Hill estimate
PORT.q | Peaks over random threshold high quantile estimate
PORT.RBMOP | Peaks over random threshold Hill estimate
S_P500 | S&P500