Non-parametric Estimates for Dependence Functions of the
Trivariate Extreme Value Distribution
Parametric Dependence Functions of Trivariate Extreme
Value Models
Non-parametric Estimates for Dependence Functions of the
Bivariate Extreme Value Distribution
Internal Functions
The Frechet Distribution
Peaks Over Threshold Modelling using the Generalized Pareto
or Point Process Representation
Maximum-likelihood Fitting of the Generalized Extreme Value
Distribution
Compare Nested EVD Objects
Plot Diagnostics for a Univariate EVD Object
Parametric Dependence Functions of Bivariate Extreme
Value Models
Maximum-likelihood Fitting of Bivariate Extreme Value
Distributions to Threshold Exceedances
Maximum-likelihood Fitting of Maxima and Minima
The Reversed Weibull Distribution
Dependence Measure Plots
Plot Profile Deviances and Calculate Profile Confidence
Intervals
Method for Profiling EVD Objects
Parametric Bivariate Extreme Value Distributions
Simulate Markov Chains With Extreme Value
Dependence Structures
Simulate MARMA(p,q) Processes
The Generalized Pareto Distribution
Plot Joint Profile Devainces
Oldest Ages for Swedish Males and Females
Annual Sea Level Maxima at Dover and Harwich with Indicator
Annual Maximum Temperatures at Oxford
Annual Maximum Wind Speeds at Lisbon
Distributions of Maxima and Minima
Maximum Annual Flood Discharges of the Ocmulgee River
Rainfall Maxima at Uccle, Belguim
Distributions of Order Statistics
Failure Times
Annual Maximum Sea Levels at Port Pirie
Identify Clusters of Exceedences
Maximum Annual Flood Discharges of the North Saskachevan River
Empirical Mean Residual Life Plot
Annual Sea Level Maxima at Dover and Harwich
Parametric Multivariate Extreme Value Distributions
Largest Sea Levels in Venice
Method for Profiling EVD Objects
Plot Diagnostics for a Bivariate EVD Object
The Gumbel Distribution
Estimates of the Extremal Index
Maximum Annual Flood Discharges of the Fox River
Maximum-likelihood Fitting of Order Statistics
The Generalized Extreme Value Distribution
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
Threshold Choice Plot