| Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation | evmix-package evmix |
| Boundary Corrected Kernel Density Estimation Using a Variety of Approaches | bckden dbckden pbckden qbckden rbckden |
| Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model | bckdengpd dbckdengpd pbckdengpd qbckdengpd rbckdengpd |
| Boundary Corrected Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint | bckdengpdcon dbckdengpdcon pbckdengpdcon qbckdengpdcon rbckdengpdcon |
| Beta Bulk and GPD Tail Extreme Value Mixture Model | betagpd dbetagpd pbetagpd qbetagpd rbetagpd |
| Beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | betagpdcon dbetagpdcon pbetagpdcon qbetagpdcon rbetagpdcon |
| Internal functions for checking function input arguments | check.bcmethod check.control check.design.knots check.inputn check.logic check.n check.nn check.nparam check.offset check.optim check.param check.phiu check.posparam check.prob check.quant check.text checking |
| Dynamically Weighted Mixture Model | ddwm dwm pdwm qdwm rdwm |
| Diagnostic Plots for Extreme Value Mixture Models | densplot evmix.diag pplot qplot rlplot |
| Cross-validation MLE Fitting of Boundary Corrected Kernel Density Estimation Using a Variety of Approaches | fbckden lbckden nlbckden |
| MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model | fbckdengpd lbckdengpd nlbckdengpd nlubckdengpd proflubckdengpd |
| MLE Fitting of Boundary Corrected Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fbckdengpdcon lbckdengpdcon nlbckdengpdcon nlubckdengpdcon proflubckdengpdcon |
| MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model | fbetagpd lbetagpd nlbetagpd nlubetagpd proflubetagpd |
| MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fbetagpdcon lbetagpdcon nlbetagpdcon nlubetagpdcon proflubetagpdcon |
| MLE Fitting of Dynamically Weighted Mixture Model | fdwm ldwm nldwm |
| MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model | fgammagpd lgammagpd nlgammagpd nlugammagpd proflugammagpd |
| MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fgammagpdcon lgammagpdcon nlgammagpdcon nlugammagpdcon proflugammagpdcon |
| MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails Extreme Value Mixture Model | fgkg lgkg nlgkg nlugkg proflugkg |
| MLE Fitting of Kernel Density Estimate for Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model | fgkgcon lgkgcon nlgkgcon nlugkgcon proflugkgcon |
| MLE Fitting of Normal Bulk and GPD for Both Tails Extreme Value Mixture Model | fgng lgng nlgng nlugng proflugng |
| MLE Fitting of Normal Bulk and GPD for Both Tails with Single Continuity Constraint at Both Thresholds Extreme Value Mixture Model | fgngcon lgngcon nlgngcon nlugngcon proflugngcon |
| MLE Fitting of Generalised Pareto Distribution (GPD) | fgpd lgpd nlgpd |
| MLE Fitting of Hybrid Pareto Extreme Value Mixture Model | fhpd lhpd nlhpd |
| MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint | fhpdcon lhpdcon nlhpdcon nluhpdcon profluhpdcon |
| MLE Fitting of Normal Bulk and GPD for Both Tails Interval Transition Mixture Model | fitmgng litmgng nleuitmgng nlitmgng nluitmgng profleuitmgng profluitmgng |
| MLE Fitting of Normal Bulk and GPD Tail Interval Transition Mixture Model | fitmnormgpd litmnormgpd nleuitmnormgpd nlitmnormgpd nluitmnormgpd profleuitmnormgpd profluitmnormgpd |
| MLE Fitting of Weibull Bulk and GPD Tail Interval Transition Mixture Model | fitmweibullgpd litmweibullgpd nleuitmweibullgpd nlitmweibullgpd nluitmweibullgpd profleuitmweibullgpd profluitmweibullgpd |
| Cross-validation MLE Fitting of Kernel Density Estimator, With Variety of Kernels | fkden lkden nlkden |
| MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model | fkdengpd lkdengpd nlkdengpd nlukdengpd proflukdengpd |
| MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fkdengpdcon lkdengpdcon nlkdengpdcon nlukdengpdcon proflukdengpdcon |
| MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model | flognormgpd llognormgpd nllognormgpd nlulognormgpd proflulognormgpd |
| MLE Fitting of log-normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | flognormgpdcon llognormgpdcon nllognormgpdcon nlulognormgpdcon proflulognormgpdcon |
| MLE Fitting of Mixture of Gammas Using EM Algorithm | fmgamma lmgamma nlEMmgamma nlmgamma |
| MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model using the EM algorithm. | fmgammagpd lmgammagpd nlEMmgammagpd nlmgammagpd nluEMmgammagpd nlumgammagpd proflumgammagpd |
| MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint using the EM algorithm. | fmgammagpdcon lmgammagpdcon nlEMmgammagpdcon nlmgammagpdcon nluEMmgammagpdcon nlumgammagpdcon proflumgammagpdcon |
| MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model | fnormgpd lnormgpd nlnormgpd nlunormgpd proflunormgpd |
| MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fnormgpdcon lnormgpdcon nlnormgpdcon nlunormgpdcon proflunormgpdcon |
| MLE Fitting of P-splines Density Estimator | cvpsden fpsden iwlspsden lpsden nlpsden |
| MLE Fitting of P-splines Density Estimate for Bulk and GPD Tail Extreme Value Mixture Model | fpsdengpd lpsdengpd nlpsdengpd nlupsdengpd proflupsdengpd |
| MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model | fweibullgpd lweibullgpd nluweibullgpd nlweibullgpd profluweibullgpd |
| MLE Fitting of Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | fweibullgpdcon lweibullgpdcon nluweibullgpdcon nlweibullgpdcon profluweibullgpdcon |
| Gamma Bulk and GPD Tail Extreme Value Mixture Model | dgammagpd gammagpd pgammagpd qgammagpd rgammagpd |
| Gamma Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | dgammagpdcon gammagpdcon pgammagpdcon qgammagpdcon rgammagpdcon |
| Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model | dgkg gkg pgkg qgkg rgkg |
| Kernel Density Estimate and GPD Both Upper and Lower Tails Extreme Value Mixture Model With Single Continuity Constraint at Both | dgkgcon gkgcon pgkgcon qgkgcon rgkgcon |
| Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model | dgng gng pgng qgng rgng |
| Normal Bulk with GPD Upper and Lower Tails Extreme Value Mixture Model with Single Continuity Constraint at Thresholds | dgngcon gngcon pgngcon qgngcon rgngcon |
| Generalised Pareto Distribution (GPD) | dgpd gpd pgpd qgpd rgpd |
| Hill Plot | hillplot |
| Hybrid Pareto Extreme Value Mixture Model | dhpd hpd phpd qhpd rhpd |
| Hybrid Pareto Extreme Value Mixture Model with Single Continuity Constraint | dhpdcon hpdcon phpdcon qhpdcon rhpdcon |
| Internal Functions | bckdenxbeta1 bckdenxbeta2 bckdenxcopula bckdenxcutnorm bckdenxgamma1 bckdenxgamma2 bckdenxreflect bckdenxrenorm bckdenxsimple internal kdenx pbckdenxbeta1 pbckdenxbeta2 pbckdenxcopula pbckdenxcutnorm pbckdenxgamma1 pbckdenxgamma2 pbckdenxlog pbckdenxnn pbckdenxreflect pbckdenxrenorm pbckdenxsimple pkdenx pscounts pxb qgbgmix qgbgmixprime qmix qmixprime |
| Normal Bulk with GPD Upper and Lower Tails Interval Transition Mixture Model | ditmgng itmgng pitmgng qitmgng ritmgng |
| Normal Bulk and GPD Tail Interval Transition Mixture Model | ditmnormgpd itmnormgpd pitmnormgpd qitmnormgpd ritmnormgpd |
| Weibull Bulk and GPD Tail Interval Transition Mixture Model | ditmweibullgpd itmweibullgpd pitmweibullgpd qitmweibullgpd ritmweibullgpd |
| Kernel Density Estimation, With Variety of Kernels | dkden kden pkden qkden rkden |
| Kernel Density Estimate and GPD Tail Extreme Value Mixture Model | dkdengpd kdengpd pkdengpd qkdengpd rkdengpd |
| Kernel Density Estimate and GPD Tail Extreme Value Mixture Model With Single Continuity Constraint | dkdengpdcon kdengpdcon pkdengpdcon qkdengpdcon rkdengpdcon |
| Kernel functions | kdbiweight kdcosine kdepanechnikov kdgaussian kdoptcosine kdparzen kdtriangular kdtricube kdtriweight kduniform kdz kernels kpbiweight kpcosine kpepanechnikov kpgaussian kpoptcosine kpparzen kptriangular kptricube kptriweight kpuniform kpz |
| Various subsidiary kernel function, conversion of bandwidths and evaluating certain kernel integrals. | check.kbw check.kernel check.kinputs ka0 ka1 ka2 kbw kfun klambda |
| Log-Normal Bulk and GPD Tail Extreme Value Mixture Model | dlognormgpd lognormgpd plognormgpd qlognormgpd rlognormgpd |
| Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | dlognormgpdcon lognormgpdcon plognormgpdcon qlognormgpdcon rlognormgpdcon |
| Mixture of Gammas Distribution | dmgamma mgamma pmgamma qmgamma rmgamma |
| Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model | dmgammagpd mgammagpd pmgammagpd qmgammagpd rmgammagpd |
| Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | dmgammagpdcon mgammagpdcon pmgammagpdcon qmgammagpdcon rmgammagpdcon |
| Mean Residual Life Plot | mrlplot |
| Normal Bulk and GPD Tail Extreme Value Mixture Model | dnormgpd normgpd pnormgpd qnormgpd rnormgpd |
| Normal Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | dnormgpdcon normgpdcon pnormgpdcon qnormgpdcon rnormgpdcon |
| Pickands Plot | pickandsplot |
| P-Splines probability density function | dpsden ppsden psden qpsden rpsden |
| P-Splines Density Estimate and GPD Tail Extreme Value Mixture Model | dpsdengpd ppsdengpd psdengpd qpsdengpd rpsdengpd |
| Parameter Threshold Stability Plots | tcplot tscaleplot tshapeplot |
| Weibull Bulk and GPD Tail Extreme Value Mixture Model | dweibullgpd pweibullgpd qweibullgpd rweibullgpd weibullgpd |
| Weibull Bulk and GPD Tail Extreme Value Mixture Model with Single Continuity Constraint | dweibullgpdcon pweibullgpdcon qweibullgpdcon rweibullgpdcon weibullgpdcon |
