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################################################
## fExtremes
################################################
################################################
## import name space
################################################
import("timeDate")
import("timeSeries")
import("fBasics")
import("fGarch")
importFrom("graphics", axis, box, grid, hist, mtext, par, rug, text, title)
importFrom("methods", is, new)
importFrom("stats", acf, dnorm, integrate, lowess, lsfit, optim,
ppoints, qchisq, qexp, qnorm, rexp, runif, sd, spline, uniroot, var)
################################################
## functions
################################################
export(
# DataPreprocessing
blockMaxima,
findThreshold,
pointProcess,
deCluster,
# ExtremeIndex
thetaSim,
blockTheta,
clusterTheta,
runTheta,
ferrosegersTheta,
exindexPlot,
exindexesPlot,
# ValueAtRisk
VaR,
CVaR,
# GevDistribution
dgev,
pgev,
qgev,
rgev,
gevMoments,
gevSlider,
# GpdDistribution
dgpd,
pgpd,
qgpd,
rgpd,
gpdMoments,
gpdSlider,
# ExtremesData
emdPlot,
qqparetoPlot,
mePlot,
mrlPlot,
mxfPlot,
msratioPlot,
recordsPlot,
ssrecordsPlot,
sllnPlot,
lilPlot,
xacfPlot,
normMeanExcessFit,
ghMeanExcessFit,
hypMeanExcessFit,
nigMeanExcessFit,
ghtMeanExcessFit,
# GevModelling
gevSim,
gumbelSim,
gevFit,
gumbelFit,
gevrlevelPlot,
# GpdModelling
gpdSim,
gpdFit,
# GevMdaEstimation
hillPlot,
shaparmPlot,
shaparmPickands,
shaparmHill,
shaparmDEHaan,
# GpdRisk
gpdQPlot,
gpdQuantPlot,
gpdRiskMeasures,
gpdSfallPlot,
gpdShapePlot,
gpdTailPlot,
tailPlot,
tailSlider,
tailRisk,
# Needed for unit tests
.gevpwmFit,
.gevmleFit,
.gumpwmFit,
.gummleFit,
.gevrlevelLLH
)
S3method(plot, fGEVFIT)
S3method(summary, fGEVFIT)
S3method(plot, fGPDFIT)
S3method(summary, fGPDFIT)
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