tail.hpp File Reference

#include <randlib/continuous/generalized_pareto.hpp>
#include <randlib/fit/mle.hpp>
#include <algorithm>
#include <cmath>
#include <concepts>
#include <cstddef>
#include <ranges>
#include <span>
#include <stdexcept>
#include <type_traits>
#include <utility>
#include <vector>

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Classes
struct	randlib::TailIndexEstimate

Namespaces
namespace	randlib
namespace	randlib::detail

Functions
template<std::floating_point Real>
std::vector< Real >	randlib::detail::sortedTailSample (std::span< const Real > sample)
template<std::floating_point Real>
double	randlib::detail::hillFromSorted (std::span< const Real > sorted, std::size_t order)
template<std::floating_point Real>
double	randlib::hill_estimator (std::span< const Real > sample, std::size_t order)
template<std::ranges::contiguous_range Range> requires std::floating_point<std::remove_cv_t<std::ranges::range_value_t<Range>>> && (!std::same_as<std::remove_cvref_t<Range>, std::span<const std::remove_cv_t<std::ranges::range_value_t<Range>>>>)
double	randlib::hill_estimator (const Range &sample, std::size_t order)
template<std::floating_point Real>
std::vector< TailIndexEstimate >	randlib::hill_plot (std::span< const Real > sample, std::size_t maximumOrder=0)
template<std::ranges::contiguous_range Range> requires std::floating_point<std::remove_cv_t<std::ranges::range_value_t<Range>>> && (!std::same_as<std::remove_cvref_t<Range>, std::span<const std::remove_cv_t<std::ranges::range_value_t<Range>>>>)
std::vector< TailIndexEstimate >	randlib::hill_plot (const Range &sample, std::size_t maximumOrder=0)
template<std::floating_point Real>
double	randlib::pickands_estimator (std::span< const Real > sample, std::size_t order)
template<std::ranges::contiguous_range Range> requires std::floating_point<std::remove_cv_t<std::ranges::range_value_t<Range>>> && (!std::same_as<std::remove_cvref_t<Range>, std::span<const std::remove_cv_t<std::ranges::range_value_t<Range>>>>)
double	randlib::pickands_estimator (const Range &sample, std::size_t order)
template<std::floating_point Real>
FitResult< GeneralizedParetoRand< Real > >	randlib::fit_peaks_over_threshold (std::span< const Real > sample, Real threshold, FitOptions options={})
template<std::ranges::contiguous_range Range> requires std::floating_point<std::remove_cv_t<std::ranges::range_value_t<Range>>> && (!std::same_as<std::remove_cvref_t<Range>, std::span<const std::remove_cv_t<std::ranges::range_value_t<Range>>>>)
auto	randlib::fit_peaks_over_threshold (const Range &sample, std::ranges::range_value_t< Range > threshold, FitOptions options={})