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Hill_estimator() Hill estimator.
Hill_plot() Hill plot.
rBrownian() for simulating Brownian and related motions.
X.rearranged.opt.row of rearrange() and its wrappers.
VaR_np() and ES_np() compute value-at-risk and
expected shortfall for the sum if the input is a matrix.
dGPDtail(), pGPDtail(), qGPDtail(),
rGPDtail() (and renamed VaR_POT() to
VaR_GPDtail() and ES_POT() to ES_GPDtail()
correspondingly)
plot_matrix(): used to plot transposed matrix.
VaR_POT(), ES_POT()
GPD_shape_plot(), tail_plot()
mean_excess_np(), mean_excess_GPD() and
mean_excess_plot()
edf_plot()
Fitting of GEV distribution and GPD.
More intuitive (re)naming of all arguments of EVT related functions.
(none)