R: Fitting Tails by the Empirical Residual Coefficient of Variation

# Fitting Tails by the Empirical Residual Coefficient of Variation

## Documentation for package ‘ercv’ version 1.0.1

- DESCRIPTION file

## Help Pages

ercv-package | Empirical residual coefficient of variation
BIFP | EEMBC AutoBench suite (Benchmark 3)
bilbao | Bilbao waves data set
ccdfplot | Plot of complementary empirical distribution function and the complementary distribution function
cievi | Confidence interval for extreme value index
cvevi | Coefficient of variation for a given extreme value index
cvplot | Exploratory empirical residual coefficient of variation
ercv | Empirical residual coefficient of variation
EURUSD | Euro/Dollar daily exchange rates
evicv | Extreme value index
FFT | EEMBC AutoBench suite (Benchmark 2)
fitpot | Fits peaks-over-threshold model of a sample
iFFT | EEMBC AutoBench suite (Benchmark 1)
MA | EEMBC AutoBench suite (Benchmark 4)
ppot | Cumulative distribution function
qpot | Quantile function
tdata | Transforms a heavy-tailed sampled to non-heavy tailed
thrselect | Threshold selection algorithm
Tm | Multiple threshold test for a GPD