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Renext (version 3.1-4)

Renewal Method for Extreme Values Extrapolation

Description

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

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Install

install.packages('Renext')

Monthly Downloads

495

Version

3.1-4

License

GPL (>= 2)

Issues

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Repository

https://github.com/IRSN/Renext

Maintainer

Yann Richet

Last Published

August 29th, 2023

Functions in Renext (3.1-4)

Likelihood Ratio statistic for Gumbel vs. GEV

Likelihood Ratio test for the Gumbel distribution

Jackson's statistic

Likelihood Ratio statistic for exponential vs. GPD

Likelihood Ratio test of exponentiality vs. GPD

Jackson's test of exponentiality

'maxlo' distribution

Lomax distribution

Negative Binomial Levy process

Mixture of two exponential distributions

Graphical parameters for Return Level plots

Temporal aggregation of a Marked Process

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

Diagnostic plots for Renouv objects

Return level plot

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

Legend management for return level plots

Add a small amount of noise to a numeric vector

Renewal Method for Extreme Values Extrapolation

Fit a 'Renouvellement' model

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

ML estimation of the Gamma distribution

Compute an analysis of deviance table for two nested Renouv objects

Barplot for Renouv "Over Threshold" counts

Shifted Left Truncated Weibull (SLTW) distribution

Define a 'renouvellement' model without estimation

Fit a two-parameters Generalised Pareto Distribution from a sample

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

Classical "exponential distribution" plot

ML estimation of the Lomax distribution

Goodness-of-fit test for exponential distribution

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

ML estimation of classical Weibull distribution

Interevents (or interarrivals) from events dates

Simple estimation for the mixture of two exponential distributions

Goodness-of-fit for the distribution of dates

Translate a vector of GEV parameters into renewal model

Log-likelihood of a "Renouv" object

ML estimation of a 'maxlo' distribution

Initial estimation of GPD parameters for an aggregated renewal model

Moment estimation for the mixture of two exponential distributions

Simulate a random RenData object

Parameters from moments

Probability that the Greenwood's statistic is smaller than one

Derivation of probability functions with respect to the parameters

Read data using an XML index file

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

Plot an object of class "Renouv"

Plot a Rendata object

Classical Weibull distribution plot

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

summary.Rendata

Summary and print methods for "Rendata" objects

Quantiles of a test statistic

Methods computing spacings between Largest Order Statistics

Summary and print methods for "Renouv" objects

Make translucient colors

Fix non-skipped periods from skipped ones

Round quantiles in a pseudo-prediction table

Surge heights at Brest partial data

Expectation-Maximisation for a mixture of exponential distributions

CV2 test of exponentiality

Plotting positions for exponential return levels

Squared Coefficient of Variation

Brest.years.missing

Years with missing periods in 'Brest.year' dataset

Flow of the french river La Garonne

Surge heights at Dunkerque

Generalised Pareto Distribution

Surge heights at Brest