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evd (version 2.1-0)

Functions for extreme value distributions

Description

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.

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Version

Install

install.packages('evd')

Monthly Downloads

25,095

Version

2.1-0

License

GPL (Version 2 or above)

Maintainer

Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (2.1-0)

The Frechet Distribution

Maximum-likelihood Fitting of Order Statistics

Plot Diagnostics for a Univariate EVD Object

Method for Profiling EVD Objects

Compare Nested EVD Objects

Annual Maximum Sea Levels at Port Pirie

Annual Maximum Temperatures at Oxford

Rainfall Maxima at Uccle, Belguim

Parametric Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of Maxima and Minima

Parametric Dependence Functions of Bivariate Extreme Value Models

Empirical Mean Residual Life Plot

The Reversed Weibull Distribution

Largest Sea Levels in Venice

Maximum Annual Flood Discharges of the North Saskachevan River

Parametric Multivariate Extreme Value Distributions

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation

Estimates of the Extremal Index

The Generalized Pareto Distribution

Non-parametric Estimates for Dependence Functions of the Trivariate Extreme Value Distribution

plot.profile2d.evd

Plot Joint Profile Devainces

Identify Clusters of Exceedences

Oldest Ages for Swedish Males and Females

The Generalized Extreme Value Distribution

Distributions of Order Statistics

Distributions of Maxima and Minima

Threshold Choice Plot

Parametric Dependence Functions of Trivariate Extreme Value Models

Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution

Maximum Annual Flood Discharges of the Ocmulgee River

Annual Sea Level Maxima at Dover and Harwich

Simulate Markov Chains With Extreme Value Dependence Structures

plot.profile.evd

Plot Profile Deviances and Calculate Profile Confidence Intervals

Plot Diagnostics for a Bivariate EVD Object

Maximum Annual Flood Discharges of the Fox River

Simulate MARMA(p,q) Processes

Internal Functions

The Gumbel Distribution

Annual Maximum Wind Speeds at Lisbon

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Method for Profiling EVD Objects