Identify Extreme Clusters within a Time Series
Fisher Confidence Interval
Fisher Based Confidence Interval for the GP Distribution
Extremal Index Plot
Threshold Selection: The Empirical Mean Residual Life Plot
Testing for Tail Independence in Extreme Value Models
Extract Log-Likelihood
Threshold Selection: The Threshold Choice Plot
Convergence Assessment for Fitted Objects
Generic Function to Compute (Profile) Confidence Intervals
Anova Tables: Univariate Case
Fitting Markov Chain Models to Peaks Over a Threshold
High Flood Flows of the Ardieres River at Beaujeu
Density Plot: Univariate Case
Compute the Density of the Extremal Index
The Pickands' Dependence Function
Graphical Diagnostics: Markov Chains for All Exceedances.
Fitting the point process characterisation to exceedances above a
threshold
Extremal Index Estimation
Transforms GPD Observations to Unit Frechet Ones and Vice Versa
Return Level Plot: Bivariate Case
Converts Return Periods to Probability and Vice Versa
Parametric Bivariate GPD
Spectral Density Plot
Probability Probability Plot
Graphical Diagnostics: the Bivariate Extreme Value
Distribution Model.
Graphical Diagnostic: the Univariate GPD Model
Compactly display the structure
The Generalized Pareto Distribution
Printing bvpot objects
Dependence Measures For Extreme Values Analysis
Printing mcpot objects
Printing uvpot objects
Overview of the POT package
Threshold Selection: The Dispersion Index Plot
Simulate Markov Chains With Extreme Value
Dependence Structures
Return Level Plot
Compute Sample L-moments
Anova Tables: Bivariate Case
Mobile Window on a Time Series
Fitting Bivariate Peaks Over a Threshold Using Bivariate
Extreme Value Distributions
Simulate an Markov Chain with a Fixed Extreme Value Dependence
from a Fitted mcpot Object
Diagnostic for Dependence within Time Series Extremes
Fitting a GPD to Peaks Over a Threshold
Threshold Selection: The L-moments Plot
Internal functions and methods
Internal functions and methods for the POT package.
Profiled Confidence Intervals
Profiled Confidence interval for the GP Distribution
Quantile Quantile Plot
Extract model coefficients of a 'pot' model