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Renext (version 3.1-5)

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

484

Version

3.1-5

License

GPL (>= 2)

Issues

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Repository

https://github.com/IRSN/Renext

Homepage

https://irsn.github.io/Renext/

Maintainer

Nathan Bengaouer

Last Published

August 27th, 2025

Functions in Renext (3.1-5)

Likelihood Ratio test of exponentiality vs. GPD

Jackson's test of exponentiality

Mixture of two exponential distributions

Negative Binomial Levy process

Likelihood Ratio statistic for Gumbel vs. GEV

Likelihood Ratio statistic for exponential vs. GPD

Jackson's statistic

Lomax distribution

'maxlo' distribution

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

Likelihood Ratio test for the Gumbel distribution

Return level plot

Diagnostic plots for Renouv objects

Add a small amount of noise to a numeric vector

Graphical parameters for Return Level plots

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

Fit a 'Renouvellement' model

Renewal Method for Extreme Values Extrapolation

Temporal aggregation of a Marked Process

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

Barplot for Renouv "Over Threshold" counts

ML estimation of the Gamma distribution

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

Classical "exponential distribution" plot

Shifted Left Truncated Weibull (SLTW) distribution

Define a 'renouvellement' model without estimation

Compute an analysis of deviance table for two nested Renouv objects

ML estimation of the Lomax distribution

Fit a two-parameters Generalised Pareto Distribution from a sample

Simple estimation for the mixture of two exponential distributions

Initial estimation of GPD parameters for an aggregated renewal model

Interevents (or interarrivals) from events dates

Log-likelihood of a "Renouv" object

Translate a vector of GEV parameters into renewal model

Goodness-of-fit for the distribution of dates

ML estimation of classical Weibull distribution

ML estimation of a 'maxlo' distribution

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

Goodness-of-fit test for exponential distribution

Probability that the Greenwood's statistic is smaller than one

Moment estimation for the mixture of two exponential distributions

Plot a Rendata object

Simulate a random RenData object

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

Quantiles of a test statistic

Read data using an XML index file

Derivation of probability functions with respect to the parameters

Parameters from moments

summary.Rendata

Summary and print methods for "Rendata" objects

Plot an object of class "Renouv"

Classical Weibull distribution plot

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

Methods computing spacings between Largest Order Statistics

Round quantiles in a pseudo-prediction table

Fix non-skipped periods from skipped ones

Make translucient colors

Summary and print methods for "Renouv" objects

CV2 test of exponentiality

Surge heights at Dunkerque

Expectation-Maximisation for a mixture of exponential distributions

Generalised Pareto Distribution

Squared Coefficient of Variation

Brest.years.missing

Years with missing periods in 'Brest.year' dataset

Surge heights at Brest

Surge heights at Brest partial data

Flow of the french river La Garonne

Plotting positions for exponential return levels