Detect Sensitive Points in the Tail


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Documentation for package ‘TailID’ version 1.0.0

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candidate_selection Selects the candidates of the tail
CI_shapeGPD Computes a Confidence Interval for a GPD shape
plot_TailID Saves the plots corresponding to the TailID detection
shape_evaluation Evaluation of the shape parameter to return inconsistent points and shape parameters computed and its confidence intervals
TailID Detects the sensitive points in the Tail