Fitting the Point Process Model Over a Range of Thresholds
Daily Rainfall Accumulations in South-West England
Maximum-likelihood Fitting of Order Statistics Model
Profile Log-likelihoods for Stationary GPD Models
Wave and Surge Heights in South-West England
Diagnostic Plots for GPD Models
Annual Maximum Wind Speeds at Albany and Hartford
Minimum Temperatures at Wooster, Ohio
Maximum-likelihood Fitting for the GPD Model
Venice Sea Levels
Diagnostic Plots for Order Statistics Models
Maximum-likelihood Fitting for the Point Process Model
Diagnostic Plots for Point Process Models
Annual Maximum Sea Levels at Fremantle, Western Australia
Fitting the GPD Model Over a Range of Thresholds
UK/US and UK/Canada Exchange Rates
UK/Euro Exchange Rates
Internal Functions
Daily Closing Prices of The Dow Jones Index
Engine Failure Time Data
Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions
with Penalized Maximum Likelihood Estimation
ismev -- an Introduction to Statistical Modeling of Extreme Values
Breaking Strengths of Glass Fibres
Diagnostic Plots for Gumbel Models
Profile Log-likelihoods for Stationary GEV Models
Maximum-likelihood Fitting of the Gumbel Distribution
Diagnostic Plots for GEV Models
Maximum-likelihood Fitting of the GEV Distribution
Mean Residual Life Plot
Annual Maximum Sea Levels at Port Pirie, South Australia