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extRemes (version 1.61)

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

3,546

Version

1.61

License

GPL (>= 2)

Maintainer

Eric Gilleland

Last Published

April 21st, 2010

Functions in extRemes (1.61)

decluster.runs

Declustering Extremes
extRemes internal

extRemes internal and secondary functions
boot.matrix

Boot Matrices.
gev.parameterCI

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

Hurricane frequency dataset.
Denversp

Denver July hourly precipitation amount.
Tphap

Daily maximum and minimum temperature in Phoenix, Arizona.
bisearch

Simple bisection search.
clearlog

Clear file extRemes.log
damage

Hurricane Damage Data
as.extRemesDataObject

Convert a data frame, matrix or vector to an object of class "extRemesDataObject"
gen.gev

Simulate data from a generalized extreme value (GEV)
boot.sequence

Bootstrap a sequence.
rlplot

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

Extremal index analysis
ftcanmax

Fort Collins, Colorado annual maximum precipitation.
Potomac

Potomac River peak stream flow data.
gev.effective.rl

Cacluate the effective return levels for a non-stationary GEV (or GPD) model.
return.level

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

Calculate the gradient for the GPD return level
gevrlgradient

GEV return level function gradient.
dclust

Decluster data by runs declustering.
extremalindex

Estimate the extremal index (theta)
FtCoPrec

Daily precipitation amounts in Fort Collins, Colorado.
HEAT

Summer maximum and minimum temperature in Phoenix, Arizona.
PORTw

Daily maximum and minimum temperature
Ozone4H

Ground-level ozone order statistics.
exi.intervals

Extremal index estimator
Flood

United States total economic damage resulting from floods.
Peak

Salt River peak stream flow.
extRemes

extRemes -- The Extremes Toolkit: Weather and Climate Applications of Extreme-Value Statistics
extremes.gui

open the toolkit main dialog window
Denmint

Denver Minimum Temperature