** Note: This package is still under construction. More functions will be added later.**
devtools::install_github("YijunXie/mytools")
library(mytools)- Calculate coefficient of tail independence
chi.bar(rnorm(1000),q = 0.95, n = 1, conf = 0.95)
#> [1] -0.16922072 0.03138528 0.23199127- Find tail index
lrtest(c(rep(0,93),rep(1,7)),0.05)
#> [[1]]
#> [1] 0.7530152
#>
#> [[2]]
#> [1] 0.3855233- Result of piecewise linear scoring function
pwls(0.09,0.05,0.95)
#> [1] 0.002More details can be found in the vignettes.