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