evd v2.3-3

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Functions for Extreme Value Distributions

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.

Functions in evd

Name Description
amvevd Parametric Dependence Functions of Multivariate Extreme Value Models
hbvevd Parametric Spectral Density Functions of Bivariate Extreme Value Models
mtransform GEV Transformations
mvevd Parametric Multivariate Extreme Value Distributions
anova.evd Compare Nested EVD Objects
fpot Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
frechet The Frechet Distribution
plot.uvevd Plot Diagnostics for a Univariate EVD Object
ocmulgee Maximum Annual Flood Discharges of the Ocmulgee River
oldage Oldest Ages for Swedish Males and Females
bvevd Parametric Bivariate Extreme Value Distributions
portpirie Annual Maximum Sea Levels at Port Pirie
exi Estimates of the Extremal Index
exiplot Plot Estimates of the Extremal Index
sealevel2 Annual Sea Level Maxima at Dover and Harwich with Indicator
abvevd Parametric Dependence Functions of Bivariate Extreme Value Models
abvnonpar Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
tcplot Threshold Choice Plot
forder Maximum-likelihood Fitting of Order Statistics
lisbon Annual Maximum Wind Speeds at Lisbon
fox Maximum Annual Flood Discharges of the Fox River
confint.evd Calculate Confidence Intervals
plot.bvevd Plot Diagnostics for a Bivariate EVD Object
sask Maximum Annual Flood Discharges of the North Saskachevan River
plot.bvpot Plot Diagnostics for a Bivariate POT EVD Object
sealevel Annual Sea Level Maxima at Dover and Harwich
fextreme Maximum-likelihood Fitting of Maxima and Minima
evd-internal Internal Functions
fgev Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
lossalae General Liability Claims
gev The Generalized Extreme Value Distribution
clusters Identify Clusters of Exceedences
failure Failure Times
extreme Distributions of Maxima and Minima
marma Simulate MARMA(p,q) Processes
chiplot Dependence Measure Plots
mrlplot Empirical Mean Residual Life Plot
order Distributions of Order Statistics
oxford Annual Maximum Temperatures at Oxford
gpd The Generalized Pareto Distribution
profile.evd Method for Profiling EVD Objects
plot.profile.evd Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals
qcbvnonpar Non-parametric Estimates for Bivariate Quantile Curves
plot.profile2d.evd Plot Joint Profile Log-likelihoods
venice2 Largest Sea Levels in Venice
profile2d.evd Method for Profiling EVD Objects
uccle Rainfall Maxima at Uccle, Belgium
rweibull The Reverse Weibull Distribution
venice Largest Sea Levels in Venice
fbvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fbvpot Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
gumbel The Gumbel Distribution
evind.test Perform Hypothesis Test Of Independence
evmc Simulate Markov Chains With Extreme Value Dependence Structures
ccbvevd Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions
bvtcplot Bivariate Threshold Choice Plot
amvnonpar Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution
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Vignettes of evd

Name
Multivariate_Extremes.Rnw
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Details

Date 2018-04-25
LazyData yes
License GPL-3
NeedsCompilation yes
Packaged 2018-04-25 12:06:46 UTC; ste6an
Repository CRAN
Date/Publication 2018-04-25 12:59:29 UTC

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