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extRemes (version 1.58)

Extreme value toolkit.

Description

Uses Stuart Coles' (Coles, Stewart, "An introduction to statistical modeling of extreme values", Springer-Verlag, London 2001) S-plus functions as ported to the R programming language (ismev) by Alec Stephenson (http://www.maths.lancs.ac.uk/~stephena/). This toolkit provides a Graphical User Interface (GUI) to ismev for pedagogical purposes.

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Version

Install

install.packages('extRemes')

Monthly Downloads

5,429

Version

1.58

License

GPL (>= 2)

Maintainer

Eric Gilleland

Last Published

November 29th, 2024

Functions in extRemes (1.58)

Denversp

Denver July hourly precipitation amount.
extremalindex

Estimate the extremal index (theta)
as.extRemesDataObject

Convert a data frame, matrix or vector to an object of class "extRemesDataObject"
clearlog

Clear file extRemes.log
Flood

United States total economic damage resulting from floods.
Potomac

Potomac River peak stream flow data.
Peak

Salt River peak stream flow.
HEAT

Summer maximum and minimum temperature in Phoenix, Arizona.
exi.intervals

Extremal index estimator
Rsum

Hurricane frequency dataset.
FtCoPrec

Daily precipitation amounts in Fort Collins, Colorado.
Denmint

Denver Minimum Temperature
bisearch

Simple bisection search.
Tphap

Daily maximum and minimum temperature in Phoenix, Arizona.
rlplot

Create a return level plot for a fitted object of an extreme-value distribution.
extRemes

extRemes -- The Extremes Toolkit: Weather and Climate Applications of Extreme-Value Statistics
gevrlgradient

GEV return level function gradient.
boot.matrix

Boot Matrices.
extremes.gui

open the toolkit main dialog window
fpp

Point Process
gev.parameterCI

Return level and shape parameter confidence intervals for GEV (or GP) distribution.
gen.gev

Simulate data from a generalized extreme value (GEV)
decluster.runs

Declustering Extremes
Ozone4H

Ground-level ozone order statistics.
PORTw

Daily maximum and minimum temperature
extRemes internal

extRemes internal and secondary functions
return.level

Computes m-year return levels for GEV and GPD with confidence bounds.
dclust

Decluster data by runs declustering.
eiAnalyze

Extremal index analysis
gpdrlgradient

Calculate the gradient for the GPD return level
ftcanmax

Fort Collins, Colorado annual maximum precipitation.
boot.sequence

Bootstrap a sequence.
damage

Hurricane Damage Data