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Renext (version 3.1-0)

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

460

Version

3.1-0

License

GPL (>= 2)

Maintainer

Lise Bardet

Last Published

July 4th, 2016

Functions in Renext (3.1-0)

Surge heights at Brest

Surge heights at Dunkerque

Surge heights at Brest partial data

Squared Coefficient of Variation

Classical "exponential distribution" plot

CV2 test of exponentiality

Compute an analysis of deviance table for two nested Renouv objects

Expectation-Maximisation for a mixture of exponential distributions

Brest.years.missing

Years with missing periods in 'Brest.year' dataset

Barplot for Renouv "Over Threshold" counts

ML estimation of a 'maxlo' distribution

Fit a GEV distribution from block maxima or r largest order statistics using an aggregated Renewal POT process

ML estimation of the Gamma distribution

Translate a vector of GEV parameters into renewal model

Goodness-of-fit for the distribution of dates

ML estimation of classical Weibull distribution

Fit a two-parameters Generalised Pareto Distribution from a sample

Flow of the french river La Garonne

ML estimation of the Lomax distribution

Goodness-of-fit test for exponential distribution

Generalised Pareto Distribution

Interevents (or interarrivals) from events dates

Jackson's test of exponentiality

Simple estimation for the mixture of two exponential distributions

Plotting positions for exponential return levels

Log-likelihood of a "Renouv" object

Translate a vector of Gumbel parameters into a vector of parameters for a renewal model

Initial estimation of GPD parameters for an aggregated renewal model

Jackson's statistic

Lomax distribution

Add a small amount of noise to a numeric vector

'maxlo' distribution

Moment estimation for the mixture of two exponential distributions

Likelihood Ratio statistic for Gumbel vs. GEV

Negative Binomial Levy process

Temporal aggregation of a Marked Process

Parameters from moments

Likelihood Ratio test of exponentiality vs. GPD

Likelihood Ratio test for the Gumbel distribution

Likelihood Ratio statistic for exponential vs. GPD

Diagnostic plots for Renouv objects

Plot a Rendata object

Derivation of probability functions with respect to the parameters

Translate a vector of coefficients from a Renewal-POT model with Pareto excesses into a vector of GEV parameters

Quantiles of a test statistic

Plot an object of class "Renouv"

Read data using an XML index file

Probability that the Greenwood's statistic is smaller than one

Translate a vector of coefficients from a Renewal-POT model with exponential excesses to a vector of Gumbel parameters

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

Round quantiles in a pseudo-prediction table

Define a 'renouvellement' model without estimation

Compute empirical survivals (S) and return periods (T)

Simulate a random RenData object

Fix non-skipped periods from skipped ones

Legend management for return level plots

Graphical parameters for Return Level plots

Fit a 'Renouvellement' model

Renewal Method for Extreme Values Extrapolation

Return level plot

summary.Rendata

Summary and print methods for "Rendata" objects

Summary and print methods for "Renouv" objects

Shifted Left Truncated Weibull (SLTW) distribution

Methods computing spacings between Largest Order Statistics

Classical Weibull distribution plot

Make translucient colors

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

Mixture of two exponential distributions