R: Smooth Estimation of GPD Shape Parameter

# Smooth Estimation of GPD Shape Parameter

## Documentation for package ‘smoothtail’ version 2.0.6

- DESCRIPTION file
- Package NEWS

## Help Pages

smoothtail-package | Smooth Estimation of GPD Shape Parameter
dgpd | The Generalized Pareto Distribution
falk | Compute original and smoothed version of Falk's estimator
falkMVUE | Compute original and smoothed version of Falk's estimator for a known endpoint
generalizedPick | Compute generalized Pickand's estimator
gpd | The Generalized Pareto Distribution
lambdaGenPick | Auxiliary function to compute Segers' estimator
logcon | Smooth Estimation of GPD Shape Parameter
logcondens | Smooth Estimation of GPD Shape Parameter
pgpd | The Generalized Pareto Distribution
pickands | Compute original and smoothed version of Pickands' estimator
qgpd | The Generalized Pareto Distribution
rgpd | The Generalized Pareto Distribution
smoothtail | Smooth Estimation of GPD Shape Parameter
tail index | Smooth Estimation of GPD Shape Parameter