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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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Install
install.packages('Renext')
Monthly Downloads
532
Version
2.1-10
License
GPL (>= 2)
Maintainer
Lise Bardet
Last Published
April 28th, 2015
Functions in Renext (2.1-10)
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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