Learn R Programming

⚠️There's a newer version (2.3-7.1) of this package.Take me there.

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.

Copy Link

Version

Install

install.packages('evd')

Monthly Downloads

24,174

Version

2.1-0

License

GPL (Version 2 or above)

Maintainer

Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (2.1-0)

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