evd (version 2.3-3)

evd-internal: Internal Functions

Description

The evd package contains many internal functions that are not designed to be called by the user.

Plotting: The generic functions dens, pp, qq and rl create the diagnostic plots generated by plot.uvevd. Similarly, bvdens, bvcpp, bvdp, bvqc and bvh create the diagnostic plots generated by plot.bvevd and plot.bvpot.

Distribution: There are internal, simulation, distribution, density, dependence and spectral density functions for separate bivariate and multivariate parametric models, which are called from functions such as abvevd and pmvevd. Additionally, the three functions mvalog.check (checks and transforms asymmetry parameters), subsets (generates all subsets of a set) and tvdepfn (plots trivariate dependence functions) are called from functions associated with multivariate distributions.

Univariate Fitting: The fitting function fgev calls the internal functions fgev.quantile and fgev.norm for fits under different parameterizations. The fitting function fpot calls the internal functions fpot.norm and fpot.quantile.

Bivariate Fitting: For fitting bivariate distributions, internal functions exist for each model. For fitting bivariate threshold models, internal functions exist for the censored and (undocumented) point process likelihoods, and each of these calls a further internal function corresponding to the specified model. The functions bvpost.optim (post-optimisation processing), bvstart.vals (starting values) and sep.bvdata (separation of data) are additionally used in the fitting of bivariate distributions and bivariate threshold models.

Arguments