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evd (version 2.1-5)

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 and bivariate threshold models.

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Version

Install

install.packages('evd')

Monthly Downloads

9,781

Version

2.1-5

License

GPL (Version 2 or above)

Maintainer

Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (2.1-5)

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

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

The Gumbel Distribution

Empirical Mean Residual Life Plot

Simulate Markov Chains With Extreme Value Dependence Structures

The Generalized Pareto Distribution

plot.profile2d.evd

Plot Joint Profile Devainces

Plot Diagnostics for a Bivariate EVD Object

Maximum-likelihood Fitting of Maxima and Minima

Internal Functions

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of Order Statistics

Parametric Bivariate Extreme Value Distributions

The Frechet Distribution

Threshold Choice Plot

Annual Maximum Wind Speeds at Lisbon

Distributions of Maxima and Minima

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

The Generalized Extreme Value Distribution

Estimates of the Extremal Index

Maximum Annual Flood Discharges of the Ocmulgee River

Simulate MARMA(p,q) Processes

Method for Profiling EVD Objects

Maximum Annual Flood Discharges of the North Saskachevan River

The Reversed Weibull Distribution

Parametric Multivariate Extreme Value Distributions

plot.profile.evd

Plot Profile Deviances and Calculate Profile Confidence Intervals

Plot Diagnostics for a Univariate EVD Object

Identify Clusters of Exceedences

Maximum Annual Flood Discharges of the Fox River

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances

Largest Sea Levels in Venice

Oldest Ages for Swedish Males and Females

Annual Maximum Temperatures at Oxford

Distributions of Order Statistics

Parametric Dependence Functions of Trivariate Extreme Value Models

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

Method for Profiling EVD Objects

Dependence Measure Plots

Rainfall Maxima at Uccle, Belguim

Parametric Dependence Functions of Bivariate Extreme Value Models

Annual Maximum Sea Levels at Port Pirie

Annual Sea Level Maxima at Dover and Harwich

Compare Nested EVD Objects