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极值模型代码

于 2020-12-24 发布文件大小:322KB

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下载积分: 1 下载次数: 23

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代码说明：

极值理论POT模型阈值选取的hill方法，meplot图绘制，研究极端风险，(Extreme Value Thoery,PeakOver Threshold)

文件列表：

den.m, 3383, 2001-03-24
emplot.m, 1414, 2001-05-15
evim.pdf, 286528, 2001-10-23
exindex.m, 1861, 2001-05-15
findthresh.m, 773, 2001-05-15
gev.m, 1806, 2001-05-15
gpd.m, 3259, 2005-05-09
gpd_q.m, 6178, 2001-05-15
hessi.m, 1580, 2001-03-10
hessigev.m, 1253, 2001-04-10
hessigpd.m, 1583, 2001-03-10
hessipot.m, 1775, 2001-03-23
hillplot.m, 2441, 2001-05-15
meplot.m, 655, 2001-05-15
negloglikgev.m, 328, 2001-03-25
negloglikgpd.m, 336, 2001-03-24
negloglikpot.m, 942, 2001-03-26
nlcongpd.m, 105, 2001-03-24
parloglik.m, 294, 2001-03-25
pgev.m, 217, 2001-05-15
pgpd.m, 222, 2001-05-15
plot_gev.m, 938, 2001-05-15
plot_gpd.m, 1874, 2001-05-15
plot_pot.m, 2324, 2001-05-15
plotgpdpot.m, 1622, 2001-05-09
pot.m, 3073, 2001-05-15
ppoints.m, 224, 2001-03-09
qgev.m, 249, 2001-05-15
qgpd.m, 400, 2001-05-15
qplot.m, 2010, 2001-05-15
quant.m, 4531, 2001-05-15
records.m, 700, 2001-05-15
rgev.m, 285, 2001-05-15
rgpd.m, 289, 2001-05-15
shape2.asv, 3201, 2004-11-06
shape2.m, 3007, 2004-11-06
shape.asv, 3202, 2004-11-06
shape.m, 3224, 2004-11-06
surecol.m, 135, 2001-05-09
block.m, 818, 2001-05-17
bmw.mat, 49352, 2001-04-13
cummax.m, 157, 2001-03-12
dan.mat, 17520, 2001-04-13
decluster.m, 1187, 1999-05-16
spca.m, 12629, 2015-02-04
FoodPatternExample.xlsx, 10312, 2015-02-04

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