evd (version 2.1-0)

evd-internal: Internal Functions

Description

The evd package contains many internal functions that are not designed to be called by the user.

The generic functions dens, pp, qq and rl create the diagnostic plots generated by plot.uvevd. Similarly, bvdens, bvcpp and bvdp create the diagnostic plots generated by plot.bvevd.

There are internal fitting, simulation, distribution and density functions for each bivariate and multivariate parametric model, which are called from functions such as rbvevd and rmvevd. There also exists internal functions for the calculation and plotting of dependence functions of bivariate and trivariate models, which are called from abvdep and atvdep. The dependence functions are ultimately plotted by the low-level functions bvdepfn and tvdepfn. The function pcint calculates profile confidence intervals, and is called from the function plot.profile.evd. The fitting function fgev calls the internal functions fgev.quantile and fgev.norm for fits under different parameterizations. The fitting function fpot calls the internal functions fpot.norm and fpot.quantile. Marginal transformations are executed using mtransform. The function ccop calculates condition copulas (i.e. conditional distributions under uniform margins) for each bivariate parametric model. This is needed to create the conditional P-P plots generated by bvcpp.

The functions nsloc.transform, na.vals, bvpost.optim, bvstart.vals and sep.bvdata are used in the fitting of bivariate models. The function mvalog.check checks and transforms the asy argument for the multivariate asymmetric model.

Arguments