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Renext (version 3.0-0)

Renewal Method for Extreme Values Extrapolation

Description

Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the exceedances can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

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Version

Install

install.packages('Renext')

Monthly Downloads

372

Version

3.0-0

License

GPL (>= 2)

Maintainer

Lise Bardet

Last Published

June 23rd, 2015

Functions in Renext (3.0-0)

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.Rendata

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

Brest.years.missing

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