Estimators and Plots for Gamma and Pareto Tail Detection
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Documentation for package ‘tailplots’ version 0.1.1
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| gamma_tail | Estimate of tail functional g and confidence intervals for g and alpha |
| gamma_tailplot | Plot the estimated g and the corresponding confidence intervals |
| lnorm_tail | Estimate of tail functional s and confidence intervals for s and sigma |
| lnorm_tailplot | Plot the estimated s and the corresponding confidence intervals |
| pareto_tail | Estimate of tail functional t and confidence intervals for t and alpha |
| pareto_tailplot | Plot the estimated t and the corresponding confidence intervals |