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