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extRemes (version 2.0-11)

Extreme Value Analysis

Description

Functions for performing extreme value analysis.

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Version

Install

install.packages('extRemes')

Monthly Downloads

3,238

Version

2.0-11

License

GPL (>= 2)

Maintainer

Eric Gilleland

Last Published

November 29th, 2019

Functions in extRemes (2.0-11)

HEAT

Summer Maximum and Minimum Temperature: Phoenix, Arizona
Potomac

Potomac River Peak Stream Flow Data.
Peak

Salt River Peak Stream Flow
bvpotbooter

Bootstrap Functions for Bivariate POT
ci.fevd

Confidence Intervals
ci.rl.ns.fevd.bayesian

Confidence/Credible Intervals for Effective Return Levels
damage

Hurricane Damage Data
extRemes internal

extRemes Internal and Secondary Functions
erlevd

Effective Return Levels
atdf

Auto-Tail Dependence Function
blockmaxxer

Find Block Maxima
fpois

Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
ftcanmax

Annual Maximum Precipitation: Fort Collins, Colorado
is.fixedfevd

Stationary Fitted Model Check
Tphap

Daily Maximum and Minimum Temperature in Phoenix, Arizona.
decluster

Decluster Data Above a Threshold
abba

Implementation of Stephenson-Shaby-Reich-Sullivan
datagrabber.declustered

Get Original Data from an R Object
findAllMCMCpars

Manipulate MCMC Output from fevd Objects
devd

Extreme Value Distributions
profliker

Profile Likelihood Function
findpars

Get EVD Parameters
make.qcov

Covariate Matrix for Non-Stationary EVD Projections
levd

Extreme Value Likelihood
mrlplot

Mean Residual Life Plot
parcov.fevd

EVD Parameter Covariance
qqplot

qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands
return.level

Return Level Estimates
mixbeta

Mixed Beta Dependence Model Likelihood
Rsum

Hurricane Frequency Dataset.
extRemes-package

extRemes -- Weather and Climate Applications of Extreme Value Analysis (EVA)
extremalindex

Extemal Index
SantaAna

Santa Ana Winds Data
hwmi

Heat Wave Magnitude Index
distill.fevd

Distill Parameter Information
threshrange.plot

Threshold Selection Through Fitting Models to a Range of Thresholds
hwmid

Heat Wave Magnitude Index
trans

Transform Data
revtrans.evd

Reverse Transformation
rlevd

Return Levels for Extreme Value Distributions
qqnorm

Normal qq-plot with 95 Percent Simultaneous Confidence Bands
shiftplot

Shift Plot Between Two Sets of Data
postmode

Posterior Mode from an MCMC Sample
strip

Strip Fitted EVD Object of Everything but the Parameter Estimates
pextRemes

Probabilities and Random Draws from Fitted EVDs
fbvpot

Estimate the Bivariate Peaks-Over-Threshold (POT) Model
xbooter

Additional Bootstrap Functions for Univariate EVA
logistic

Logistic Dependence Model Likelihood
lr.test

Likelihood-Ratio Test
xtibber

Test-Inversion Bootstrap for Extreme-Value Analysis
fevd

Fit An Extreme Value Distribution (EVD) to Data
taildep.test

Tail Dependence Test
taildep

Tail Dependence
Denversp

Denver July hourly precipitation amount.
FCwx

Fort Collins, Colorado Weather Data
Ozone4H

Ground-Level Ozone Order Statistics.
Denmint

Denver Minimum Temperature
CarcasonneHeat

European Climate Assessment and Dataset
BayesFactor

Estimate Bayes Factor
Fort

Daily precipitation amounts in Fort Collins, Colorado.
PORTw

Annual Maximum and Minimum Temperature
Flood

United States Total Economic Damage Resulting from Floods