R: Optimally Robust Estimation for Extreme Value Distributions

# Optimally Robust Estimation for Extreme Value Distributions

## Documentation for package ‘RobExtremes’ version 1.3.2

- DESCRIPTION file
- Package NEWS

## Help Pages

A C D E G I K L M P Q R S V W misc

RobExtremes-package | RobExtremes - Optimally Robust Estimation for Extreme Value Distributions

## -- A --

APERYCONSTANT | Built-in Constants in package RobExtremes
asvarMedkMAD | Function to compute asymptotic variance of MedkMAD estimator
asvarPickands | Function to compute asymptotic variance of Pickands estimator
asvarQBCC | Function to compute asymptotic variance of QuantileBCC estimator

## -- C --

checkIC-method | Methods for Functions checkIC and makeIC in Package 'RobExtremes'

## -- D --

dispersion | LDEstimate-class.
dispersion-method | LDEstimate-class.
DistributionsIntegratingByQuantiles-class | Generic Function for the Computation of (Conditional) Expectations

## -- E --

E | Generic Function for the Computation of (Conditional) Expectations
E-method | Generic Function for the Computation of (Conditional) Expectations
E-methods | Generic Function for the Computation of (Conditional) Expectations
EULERMASCHERONICONSTANT | Built-in Constants in package RobExtremes

## -- G --

getCVaR | Risk Measures for Scale-Shape Families
getEL | Risk Measures for Scale-Shape Families
getShapeGrid | Function to compute LD (location-dispersion) estimates
getSnGrid | Function to compute LD (location-dispersion) estimates
getStartIC | Methods for Function getStartIC in Package 'RobExtremes'
getStartIC-method | Methods for Function getStartIC in Package 'RobExtremes'
getStartIC-methods | Methods for Function getStartIC in Package 'RobExtremes'
getVaR | Risk Measures for Scale-Shape Families
GEV | Generating function for GEV-class
GEV-class | Generalized EV distribution
gev.diag | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.diag-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.diag-methods | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.prof | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.prof-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gev.profxi-methods | Methods for Diagnostic Functions in Package 'RobExtremes'
GEVCvMMD.ALEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVFamily | Generating function for families of Generalized Extreme Value distributions
GEVFamilyMuUnknown | Generating function for families of Generalized Extreme Value distributions
GEVkStepEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVLDEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVMCEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVMDEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVML.ALEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVORobEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GEVParameter-class | Parameter of generalized Pareto distributions
GPareto | Generating function for GPareto-class
GPareto-class | Generalized Pareto distribution
GParetoFamily | Generating function for Generalized Pareto families
GParetoParameter-class | Parameter of generalized Pareto distributions
gpd.diag | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.diag-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.diag-methods | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.prof | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.prof-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi-method | Methods for Diagnostic Functions in Package 'RobExtremes'
gpd.profxi-methods | Methods for Diagnostic Functions in Package 'RobExtremes'
GPDCvMMD.ALEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDkStepEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDLDEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDMCEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDMDEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDML.ALEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
GPDORobEstimate-class | Internal Estimator Return Classes in 'RobExtremes'
Gumbel | Generating function for Gumbel-class
Gumbel-class | Gumbel distribution
GumbelLocationFamily | Generating function for Gumbel location families
GumbelParameter-class | Paramter of Gumbel distributions

## -- I --

initialize-method | Generalized EV distribution
initialize-method | Generalized Pareto distribution
initialize-method | Gumbel distribution
initialize-method | Pareto distribution
InternalEstimatorReturnClasses-class | Internal Estimator Return Classes in 'RobExtremes'
interpolateSn | Function to compute LD (location-dispersion) estimates
IQR | Generic Functions for the Computation of Functionals
IQR-method | Generic Functions for the Computation of Functionals
IQR-methods | Generic Functions for the Computation of Functionals

## -- K --

kMAD | Asymmetric Median of Absolute Deviations for Skewed Distributions
kMAD-method | Asymmetric Median of Absolute Deviations for Skewed Distributions
kMAD-methods | Asymmetric Median of Absolute Deviations for Skewed Distributions
kurtosis | Generic Functions for the Computation of Functionals
kurtosis-method | Generic Functions for the Computation of Functionals
kurtosis-methods | Generic Functions for the Computation of Functionals

## -- L --

LDEstimate-class | LDEstimate-class.
LDEstimator | Function to compute LD (location-dispersion) estimates
liesInSupport-method | Generalized EV distribution
liesInSupport-method | Generalized Pareto distribution
liesInSupport-method | Gumbel distribution
liesInSupport-method | Pareto distribution
loc | Paramter of Gumbel distributions
loc-method | Generalized EV distribution
loc-method | Parameter of generalized Pareto distributions
loc-method | Generalized Pareto distribution
loc-method | Parameter of generalized Pareto distributions
loc-method | Gumbel distribution
loc-method | Paramter of Gumbel distributions
loc<- | Paramter of Gumbel distributions
loc<--method | Generalized EV distribution
loc<--method | Parameter of generalized Pareto distributions
loc<--method | Generalized Pareto distribution
loc<--method | Parameter of generalized Pareto distributions
loc<--method | Gumbel distribution
loc<--method | Paramter of Gumbel distributions
location-method | Generalized EV distribution
location-method | Parameter of generalized Pareto distributions
location-method | Generalized Pareto distribution
location-method | Parameter of generalized Pareto distributions
location-method | LDEstimate-class.
location<--method | Generalized EV distribution
location<--method | Parameter of generalized Pareto distributions
location<--method | Generalized Pareto distribution
location<--method | Parameter of generalized Pareto distributions

## -- M --

makeIC-method | Methods for Functions checkIC and makeIC in Package 'RobExtremes'
median | Generic Functions for the Computation of Functionals
median-method | Generic Functions for the Computation of Functionals
median-methods | Generic Functions for the Computation of Functionals
medkMAD | Function to compute LD (location-dispersion) estimates
medkMADhybr | Function to compute LD (location-dispersion) estimates
medQn | Function to compute LD (location-dispersion) estimates
medSn | Function to compute LD (location-dispersion) estimates
Min-method | Pareto distribution
Min-method | Paramter of Pareto distributions
Min<--method | Pareto distribution
Min<--method | Paramter of Pareto distributions
moveICBackFromRefParam | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveICBackFromRefParam-method | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveICBackFromRefParam-methods | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam-method | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'
moveL2Fam2RefParam-methods | Methods for Functions moving from and to reference parameter in Package 'RobExtremes'

## -- P --

Pareto | Generating function for Pareto-class
Pareto-class | Pareto distribution
ParetoFamily | Generating function for Generalized Pareto families
ParetoParameter-class | Paramter of Pareto distributions
PickandsEstimator | Function to compute Pickands estimates for the GPD and GEVD
print.riskMeasure | Risk Measures for Scale-Shape Families

## -- Q --

Qn | Generic Functions for the Computation of Functionals
Qn-method | Generic Functions for the Computation of Functionals
Qn-methods | Generic Functions for the Computation of Functionals
QuantileBCCEstimator | Function to compute QuantileBCC estimates for the Weibull Family

## -- R --

RobExtremes | RobExtremes - Optimally Robust Estimation for Extreme Value Distributions

## -- S --

scale-method | Generalized EV distribution
scale-method | Parameter of generalized Pareto distributions
scale-method | Generalized Pareto distribution
scale-method | Parameter of generalized Pareto distributions
scale-method | Gumbel distribution
scale-method | Paramter of Gumbel distributions
scale-method | Pareto distribution
scale-method | Paramter of Pareto distributions
scale<--method | Generalized EV distribution
scale<--method | Parameter of generalized Pareto distributions
scale<--method | Generalized Pareto distribution
scale<--method | Parameter of generalized Pareto distributions
scale<--method | Gumbel distribution
scale<--method | Paramter of Gumbel distributions
shape | Paramter of Pareto distributions
shape-method | Generalized EV distribution
shape-method | Parameter of generalized Pareto distributions
shape-method | Generalized Pareto distribution
shape-method | Parameter of generalized Pareto distributions
shape-method | Pareto distribution
shape-method | Paramter of Pareto distributions
shape<- | Paramter of Pareto distributions
shape<--method | Generalized EV distribution
shape<--method | Parameter of generalized Pareto distributions
shape<--method | Generalized Pareto distribution
shape<--method | Parameter of generalized Pareto distributions
shape<--method | Pareto distribution
shape<--method | Paramter of Pareto distributions
show-method | LDEstimate-class.
skewness | Generic Functions for the Computation of Functionals
skewness-method | Generic Functions for the Computation of Functionals
skewness-methods | Generic Functions for the Computation of Functionals
Sn | Generic Functions for the Computation of Functionals
Sn-method | Generic Functions for the Computation of Functionals
Sn-methods | Generic Functions for the Computation of Functionals

## -- V --

validParameter | Methods for function validParameter in Package 'RobExtremes'
validParameter-method | Methods for function validParameter in Package 'RobExtremes'
validParameter-methods | Methods for function validParameter in Package 'RobExtremes'
var | Generic Functions for the Computation of Functionals
var-method | Generic Functions for the Computation of Functionals
var-methods | Generic Functions for the Computation of Functionals

## -- W --

WeibullFamily | Generating function for Weibull family

## -- misc --

*-method | Generalized EV distribution
*-method | Generalized Pareto distribution
*-method | Gumbel distribution
*-method | Pareto distribution
+-method | Generalized EV distribution
+-method | Generalized Pareto distribution
+-method | Gumbel distribution
.checkEstClassForParamFamily | Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.checkEstClassForParamFamily-method | Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.checkEstClassForParamFamily-methods | Methods for Function .checkEstClassForParamFamily in Package 'RobExtremes'
.PickandsEstimator | Function to compute Pickands estimates for the GPD and GEVD
.QBCC | Function to compute QuantileBCC estimates for the Weibull Family