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evd (version 2.2-1)

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

32,204

Version

2.2-1

License

GPL (Version 2 or above)

Maintainer

Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (2.2-1)

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.evd

Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals

Empirical Mean Residual Life Plot

plot.profile2d.evd

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

The Generalized Extreme Value Distribution