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Renext (version 2.1-10)

Renewal Method for Extreme Values Extrapolation

Description

Extreme value analysis using the Peaks Over Threshold (POT) method also called 'methode du renouvellement' by some French-speaking hydrologists.

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Version

Install

install.packages('Renext')

Monthly Downloads

372

Version

2.1-10

License

GPL (>= 2)

Maintainer

Lise Bardet

Last Published

April 28th, 2015

Functions in Renext (2.1-10)

RenouvNoEst

Define a 'renouvellement' model without estimation
OTjitter

Add a small amount of noise to a numeric vector
Dunkerque

Surge heights at Dunkerque
predict.Renouv

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

Log-likelihood of a "Renouv" object.
fmaxlo

ML estimation of a 'maxlo' distribution
rRenouv

Simulation of "Renouvellement" data
interevt

Interevents (or interarrivals) from events dates
plot.Renouv

Plot an object of class "Renouv"
Renext-package

Renewal method for extreme values extrapolation
MixExp2

Mixture of two exponential distributions
fgamma

ML estimation of the Gamma distribution
NBlevy

Negative Binomial Levy process
Lomax

Lomax distribution
EM.mixexp

Expectation-Maximisation for a mixture of exponential distributions
RLpar

Graphical parameters for Return Level plots
summary.Renouv

Summary method for "Renouv" objects
mom.mixexp2

Moment estimation for the mixture of two exponential distributions
Garonne

Flow of the french river La Garonne
readXML

Read data using an XML index file
mom2par

Parameters from moments
barplotRenouv

Barplot for Renouv "Over Threshold" counts
flomax

ML estimation of the Lomax distribution
Maxlo

'maxlo' distribution
Brest.years

Surge heights at Brest partial data
expplot

Classical "exponential distribution" plot
Brest.years.missing

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

Surge heights at Brest
fweibull

ML estimation of classical Weibull distribution
RLlegend

Legend management for return level plots
RLplot

Return level plot
summary.Rendata

Summary method for "Rendata" objects
ini.mixexp2

Simple estimation for the mixture of two exponential distributions
weibplot

Classical Weibull distribution plot
gofExp.test

Goodness-of-fit test for exponential distribution
vcov.Renouv

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

Shifted Left Truncated Weibull (SLTW) distribution
Renouv

Fit a 'Renouvellement' model
gof.date

Goodness-of-fit for the distribution of dates
skip2noskip

Fix non-skipped periods from skipped ones
plot.Rendata

Plot a Rendata object
roundPred

Round quantiles in a pseudo-prediction table