# Estimation of Extreme Conditional Quantiles and Probabilities

## Documentation for package ‘extremefit’ version 0.2.3

- DESCRIPTION file.

## Help Pages

bandwidth.CV | Choice of the bandwidth by cross validation.
bandwidth.grid | Bandwidth Grid
Biweight.kernel | Biweight kernel function
bootCI | Pointwise confidence intervals by bootstrap
bootCI.ts | Pointwise confidence intervals by bootstrap
Burr Distribution | The Burr Distribution
CriticalValue | Computation of the critical value in the hill.adapt function
dataOyster | High-frequency noninvasive valvometry data
dataWind | Wind speed for Brest (France)
dburr | The Burr Distribution
dpareto | The Pareto Distribution
dparetomix | The Pareto mix Distribution
Epa.kernel | Epanechnikov kernel function
Gaussian.kernel | Gaussian kernel function
goftest | Goodness of fit test statistics
goftest.hill.adapt | Goodness of fit test statistics
goftest.hill.ts | Goodness of fit test statistics for time series
hill | Hill estimator
hill.adapt | Compute the extreme quantile procedure
hill.ts | Compute the extreme quantile procedure on a time dependent data
LoadCurve | Load curve of an habitation
Pareto Distribution | The Pareto Distribution
Pareto mix | The Pareto mix Distribution
pburr | The Burr Distribution
plot.hill | Hill Plot
plot.hill.adapt | Hill.adapt Plot
ppareto | The Pareto Distribution
pparetoCP | Pareto Change Point distribution
pparetomix | The Pareto mix Distribution
predict.hill | Predict the adaptive Survival or Quantile function
predict.hill.adapt | Predict the adaptive Survival or Quantile function
predict.hill.ts | Predict the adaptive Survival or Quantile function for a time serie
print.hill.ts | Compute the extreme quantile procedure on a time dependent data
probgrid | Probability grid
qburr | The Burr Distribution
qpareto | The Pareto Distribution
qparetoCP | Pareto Change Point distribution
qparetomix | The Pareto mix Distribution
rburr | The Burr Distribution
rburr.dependent | Generate Burr dependent data
Rectangular.kernel | Rectangular kernel function
rpareto | The Pareto Distribution
rparetoCP | Pareto Change Point distribution
rparetomix | The Pareto mix Distribution
Triang.kernel | Triangular kernel function
TruncGauss.kernel | Truncated Gaussian kernel function
wecdf | Weighted Empirical Cumulative Distribution Function
wquantile | Weighted quantile