evd v2.1-0


Monthly downloads



by Alec Stephenson

Functions for extreme value distributions

Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate threshold models.

Functions in evd

Name Description
frechet The Frechet Distribution
forder Maximum-likelihood Fitting of Order Statistics
plot.uvevd Plot Diagnostics for a Univariate EVD Object
profile.evd Method for Profiling EVD Objects
anova.evd Compare Nested EVD Objects
portpirie Annual Maximum Sea Levels at Port Pirie
oxford Annual Maximum Temperatures at Oxford
failure Failure Times
uccle Rainfall Maxima at Uccle, Belguim
bvevd Parametric Bivariate Extreme Value Distributions
fextreme Maximum-likelihood Fitting of Maxima and Minima
abvpar Parametric Dependence Functions of Bivariate Extreme Value Models
mrlplot Empirical Mean Residual Life Plot
rweibull The Reversed Weibull Distribution
venice Largest Sea Levels in Venice
sask Maximum Annual Flood Discharges of the North Saskachevan River
mvevd Parametric Multivariate Extreme Value Distributions
fbvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fpot Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
exi Estimates of the Extremal Index
gpd The Generalized Pareto Distribution
atvnonpar Non-parametric Estimates for Dependence Functions of the Trivariate Extreme Value Distribution
plot.profile2d.evd Plot Joint Profile Devainces
clusters Identify Clusters of Exceedences
oldage Oldest Ages for Swedish Males and Females
gev The Generalized Extreme Value Distribution
order Distributions of Order Statistics
extreme Distributions of Maxima and Minima
tcplot Threshold Choice Plot
atvpar Parametric Dependence Functions of Trivariate Extreme Value Models
abvnonpar Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
ocmulgee Maximum Annual Flood Discharges of the Ocmulgee River
sealevel Annual Sea Level Maxima at Dover and Harwich
evmc Simulate Markov Chains With Extreme Value Dependence Structures
plot.profile.evd Plot Profile Deviances and Calculate Profile Confidence Intervals
plot.bvevd Plot Diagnostics for a Bivariate EVD Object
fox Maximum Annual Flood Discharges of the Fox River
marma Simulate MARMA(p,q) Processes
evd-internal Internal Functions
gumbel The Gumbel Distribution
lisbon Annual Maximum Wind Speeds at Lisbon
fgev Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
profile2d.evd Method for Profiling EVD Objects
No Results!

Last month downloads


Date 2004-05-01
License GPL (Version 2 or above)
URL http://www.maths.lancs.ac.uk/~stephena/
Packaged Mon Apr 19 16:26:57 2004; stephena

Include our badge in your README