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