Expectation-Maximisation for a mixture of exponential distributions
Plot an object of class "Renouv"
Legend management for return level plots
Mixture of two exponential distributions
Likelihood Ratio statistic for exponential vs. GPD
Temporal aggregation of a Marked Process
Plotting positions for exponential return levels
Jackson's test of exponentiality
Simulate a random RenData object
Classical "exponential distribution" plot
Shifted Left Truncated Weibull (SLTW) distribution
Fit a two-parameters Generalised Pareto Distribution from a sample
Derivation of probability functions with respect to the parameters
Lomax distribution
Quantiles of a test statistic
ML estimation of a 'maxlo' distribution
Goodness-of-fit for the distribution of dates
Goodness-of-fit test for exponential distribution
Plot a Rendata object
Translate a vector of coefficients from a Renewal-POT model with
exponential excesses to a vector of Gumbel parameters
Negative Binomial Levy process
Methods computing spacings between Largest Order Statistics
Diagnostic plots for Renouv objects
Generalised Pareto Distribution
Variance-covariance matrix of the estimates of a "Renouv" object
Surge heights at Brest
ML estimation of the Lomax distribution
Make translucient colors
Fit a GEV distribution from block maxima or r-largest order statistics
using an aggregated Renewal POT process
Initial estimation of GPD parameters for an aggregated renewal model
Squared Coefficient of Variation
Return level plot
Define a 'renouvellement' model without estimation
Compute empirical survivals (S) and return periods (T)
'maxlo' distribution
ML estimation of the Gamma distribution
Fit a 'Renouvellement' model
Graphical parameters for Return Level plots
Barplot for Renouv "Over Threshold" counts
Probability that the Greenwood's statistic is smaller than one
Likelihood Ratio test for the Gumbel distribution
Translate a vector of coefficients from a Renewal-POT model with
Pareto excesses into a vector of GEV parameters
Simple estimation for the mixture of two exponential distributions
Read data using an XML index file
Summary and print methods for "Rendata" objects
Compute an analysis of deviance table for two nested Renouv
objects
Interevents (or interarrivals) from events dates
Parameters from moments
CV2 test of exponentiality
Likelihood Ratio test of exponentiality vs. GPD
Log-likelihood of a "Renouv" object
Translate a vector of Gumbel parameters into a vector of parameters
for a renewal model
Classical Weibull distribution plot
Moment estimation for the mixture of two exponential distributions
Fix non-skipped periods from skipped ones
Years with missing periods in 'Brest.year' dataset
Jackson's statistic
Likelihood Ratio statistic for Gumbel vs. GEV
Summary and print methods for "Renouv" objects
Translate a vector of GEV parameters into renewal model
Renewal Method for Extreme Values Extrapolation
Flow of the french river La Garonne
Surge heights at Dunkerque
Add a small amount of noise to a numeric vector
Surge heights at Brest partial data
Round quantiles in a pseudo-prediction table
ML estimation of classical Weibull distribution
Compute return levels and confidence limits for a "Renouv" object