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Renext (version 2.1-0)

Renewal method for extreme values extrapolation

Description

R package dedicated to some Extreme values problems and allowing the use of the so-called "methode du renouvellement" which is popular among french-speaking hydrologists.

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Version

Install

install.packages('Renext')

Monthly Downloads

372

Version

2.1-0

License

GPL (>= 2)

Maintainer

Lise Bardet

Last Published

October 4th, 2013

Functions in Renext (2.1-0)

fgamma

ML estimation of the Gamma distribution
ini.mixexp2

Simple estimation for the mixture of two exponential distributions
plot.Renouv

Plot an object of class "Renouv"
RLpar

Graphical parameters for Return Level plots
expplot

Classical "exponential distribution" plot
roundPred

Round quantiles in a pseudo-prediction table
EM.mixexp

Expectation-Maximisation for a mixture of exponential distributions
readXML

Read data using an XML index file
summary.Renouv

Summary method for "Renouv" objects
gofExp.test

Goodness-of-fit test for exponential distribution
Brest.years

Surge heights at Brest partial data
Brest.years.missing

Years with missing periods in 'Brest.year' dataset
Maxlo

'maxlo' distribution
SLTW

Shifted Left Truncated Weibull (SLTW) distribution
plot.Rendata

Plot a Rendata object
vcov.Renouv

Variance-covariance matrix of the estimates of a "Renouv" object.
MixExp2

Mixture of two exponential distributions
OTjitter

Add a small amount of noise to a numeric vector
Renext-package

Renewal method for extreme values extrapolation
Brest

Surge heights at Brest
barplotRenouv

Barplot for Renouv "Over Threshold" counts
RLplot

Return level plot
rRenouv

Simulation of "Renouvellement" data
flomax

ML estimation of the Lomax distribution
gof.date

Goodness-of-fit for the distribution of dates
RenouvNoEst

Define a 'renouvellement' model without estimation
NBlevy

Negative Binomial Levy process
summary.Rendata

Summary method for "Rendata" objects
Dunkerque

Surge heights at Dunkerque
interevt

Interevents (or interarrivals) from events dates
skip2noskip

Fix non-skipped periods from skipped ones
RLlegend

Legend management for return level plots
Lomax

Lomax distribution
Garonne

Flow of the french river La Garonne
weibplot

Classical Weibull distribution plot
fweibull

ML estimation of classical Weibull distribution
fmaxlo

ML estimation of a 'maxlo' distribution
logLik.Renouv

Log-likelihood of a "Renouv" object.
mom2par

Parameters from moments
mom.mixexp2

Moment estimation for the mixture of two exponential distributions
Renouv

Fit a 'Renouvellement' model
predict.Renouv

Compute return levels and confidence limits for a "Renouv" object