evd v2.1-0
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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! | ||
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Details
| 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 |
| depends | base (>= 1.5.0) , R (>= 1.5.0) |
| Contributors | Alec Stephenson |
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