risk.hill()

Hill estimates of the tail index xi (1 / alpha) from the k

Usage

risk.hill(
    draws,
    ks,
)

largest draws, for each k.

Parameters

draws: list of float

ks: list of int

Returns

list of float

Raises

ValueError

If a k is 0 or not below the number of draws, or the k + 1 largest draws are not all positive.