Phat Tails 0.0.11 documentation
Introduction
Demo
Define
What Are Fat Tails?
the Phat Distribution
Characteristics
Fit
Peak-Over Threshold
Estimating the Tail - Double Bootstrap
Maximum Likelihood
Neural Networks
Forecast
ARMA-GARCH for Time Series
Phat-GARCH
Misc
References
API
repository
open issue
Index
A
|
C
|
F
|
G
|
L
|
M
|
N
|
P
|
R
|
S
|
V
A
args() (phat.dists.Phat property)
C
cdf() (phat.dists.Phat method)
F
fit() (phat.dists.Phat static method)
forecast() (phat.tseries.Garchcaster method)
G
Garchcaster (class in phat.tseries)
L
learnable_params() (phat.dists.Phat property)
loglike() (phat.dists.Phat method)
M
mean() (phat.dists.Phat method)
N
nll() (phat.dists.Phat method)
P
PARAM_NAMES (phat.dists.Phat attribute)
params() (phat.dists.Phat property)
pdf() (phat.dists.Phat method)
Phat (class in phat.dists)
ppf() (phat.dists.Phat method)
R
rvs() (phat.dists.Phat method)
S
sf() (phat.dists.Phat method)
std() (phat.dists.Phat method)
std_rvs() (phat.dists.Phat method)
V
var() (phat.dists.Phat method)