tails_i

Compare right tails of two sample distributions using
an interval-based approach (IBA);
see Chu_etal_2015_insurance;textualfuntimes
and Lyubchich_Gel_2017_insurance;textualfuntimes.

Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly non-monotonic trends and for synchronicity of trends in multiple time series.

Vyacheslav Lyubchich

funtimes

Functions for Time Series Analysis

Yulia R. Gel

Alexander Brenning

Calvin Chu

Xin Huang

Umar Islambekov

Palina Niamkova

Dorcas Ofori-Boateng

Ethan D. Schaeffer

Srishti Vishwakarma

Xingyu Wang

tails_i function

<dl><dt>x0, x1</dt>
<dd>vectors of the same length (preferably).
Tail in <code>x1</code> is compared against the tail in <code>x0</code>.</dd>
<dt>d</dt>
<dd>a threshold defining the tail. The threshold is the same for both
<code>x0</code> and <code>x1</code>. Default is <code>quantile(x0, probs = 0.99)</code>.</dd></dl>

Arguments

Calvin Chu, Yulia R. Gel, Vyacheslav Lyubchich

Author

Interval-Based Tails Comparison — tails_i

<dl>

<dt>x0, x1</dt>
<dd>vectors of the same length (preferably).
Tail in <code>x1</code> is compared against the tail in <code>x0</code>.</dd>


<dt>d</dt>
<dd>a threshold defining the tail. The threshold is the same for both
<code>x0</code> and <code>x1</code>. Default is <code>quantile(x0, probs = 0.99)</code>.</dd>

</dl>

tails_i: Interval-Based Tails Comparison

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples