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NAMESPACE
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NAMESPACE
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# Make C code recognisable
useDynLib("ReIns", .registration=TRUE)
importFrom("stats", "approxfun", "cor", "dexp", "dgamma", "dlnorm", "dnorm", "dweibull", "ecdf", "knots",
"nlm", "optim", "optimise", "pexp", "pgamma", "plnorm", "pnorm", "pweibull",
"quantile", "qexp", "qgamma", "qlnorm", "qnorm", "qweibull", "runif", "stepfun", "uniroot", "var")
importFrom("graphics", "abline", "legend", "lines", "par", "plot")
importFrom("survival", "Surv", "survfit")
importFrom("utils", "tail")
# Import function from Rcpp to import registered functions
importFrom("Rcpp", "sourceCpp")
# Splicing
importFrom("parallel", "detectCores", "makePSOCKcluster", "stopCluster")
importFrom("doParallel", "registerDoParallel")
importFrom("foreach", "%do%", "%dopar%", "foreach")
#########################
# Random
export("dpareto","ppareto","qpareto","rpareto")
export("dtpareto","ptpareto","qtpareto","rtpareto")
export("dgpd","pgpd","qgpd","rgpd")
export("dtgpd","ptgpd","qtgpd","rtgpd")
export("depd","pepd","qepd","repd")
export("dburr","pburr", "qburr", "rburr")
export("dtburr","ptburr", "qtburr", "rtburr")
export("dfrechet","pfrechet", "qfrechet", "rfrechet")
export("dtfrechet","ptfrechet", "qtfrechet", "rtfrechet")
export("dtexp","ptexp", "qtexp", "rtexp")
export("dtlnorm","ptlnorm", "qtlnorm", "rtlnorm")
export("dtweibull","ptweibull", "qtweibull", "rtweibull")
#########################
# Plots
export("ExpQQ", "MeanExcess")
export("ParetoQQ","ParetoQQ_der")
export("LognormalQQ","LognormalQQ_der")
export("WeibullQQ","WeibullQQ_der")
#########################
# Estimators for EVI for Pareto-type tails
export("Hill","Prob", "Quant", "Return")
export("Weissman.p", "Weissman.q", "Weissman.r")
export("Hill.2oQV", "Hill.kopt", "Quant.2oQV", "Weissman.q.2oQV")
export("EPD","EPDfit","ProbEPD","ReturnEPD")
export("Scale", "Scale.2o", "ScaleEPD")
#########################
# General estimators for EVI
export("genQQ", "generalizedQQ")
export("genHill", "ProbGH", "QuantGH", "ReturnGH")
export("Moment", "ProbMOM", "QuantMOM", "ReturnMOM")
export("LStail", "TSfraction")
export("POT", "GPDmle", "GPDfit", "GPDresiduals")
export("ProbGPD", "QuantGPD","ReturnGPD")
#########################
# Regression estimators
export("ScaleReg")
export("ProbReg", "QuantReg")
export("crHill", "crSurv", "crParetoQQ")
#########################
# Censoring estimators
export("KaplanMeier", "Turnbull")
export("cExpQQ","cLognormalQQ","cParetoQQ","cWeibullQQ")
export("cHill","cProb","cQuant","cReturn")
export("cEPD","cProbEPD","cReturnEPD")
export("cgenHill", "cProbGH", "cQuantGH", "cReturnGH")
export("cMoment", "cProbMOM", "cQuantMOM", "cReturnMOM")
export("cGPDmle", "cPOT", "cProbGPD", "cQuantGPD", "cReturnGPD")
export("icHill", "icParetoQQ")
#########################
# Truncation estimators
export("trHill", "trDT", "trEndpoint", "trQuant", "trQuantW", "trProb")
export("trTest")
export("trParetoQQ")
export("trMLE", "trDTMLE", "trEndpointMLE", "trQuantMLE", "trProbMLE")
export("trTestMLE")
#####################################
# Splicing
export("SpliceFitPareto", "SpliceFitHill", "SpliceFiticPareto", "SpliceFitGPD")
export("dSplice", "pSplice", "qSplice", "rSplice")
export("SpliceECDF", "SpliceTB", "SplicePP", "SplicePP_TB",
"SpliceQQ", "SpliceQQ_TB", "SpliceLL", "SpliceLL_TB", "MeanExcess_TB")
# S3
export("MEfit", "EVTfit", "SpliceFit")
S3method(summary, SpliceFit)
S3method(tex, SpliceFit)
#####################################
# Risk measures
export("ExcessPareto", "ExcessHill", "ExcessEPD", "ExcessGPD")
export("ExcessSplice")
export("VaR", "CTE", "ES")
######################################
# Approximations
export("pClas", "pGC", "pEdge")
######################################
# Multivariate
export("stdf", "stdf2")