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extRemes (version 2.0-9)
Extreme Value Analysis
Description
Functions for performing extreme value analysis.
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Install
install.packages('extRemes')
Monthly Downloads
2,947
Version
2.0-9
License
GPL (>= 2)
Maintainer
Eric Gilleland
Last Published
June 11th, 2018
Functions in extRemes (2.0-9)
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CarcasonneHeat
European Climate Assessment and Dataset
abba
Implementation of Stephenson-Shaby-Reich-Sullivan
devd
Extreme Value Distributions
extRemes-package
extRemes -- Weather and Climate Applications of Extreme Value Analysis (EVA)
Flood
United States Total Economic Damage Resulting from Floods
FCwx
Fort Collins, Colorado Weather Data
datagrabber.declustered
Get Original Data from an R Object
atdf
Auto-Tail Dependence Function
extremalindex
Extemal Index
decluster
Decluster Data Above a Threshold
distill.fevd
Distill Parameter Information
fevd
Fit An Extreme Value Distribution (EVD) to Data
findAllMCMCpars
Manipulate MCMC Output from fevd Objects
levd
Extreme Value Likelihood
HEAT
Summer Maximum and Minimum Temperature: Phoenix, Arizona
findpars
Get EVD Parameters
blockmaxxer
Find Block Maxima
lr.test
Likelihood-Ratio Test
qqnorm
Normal qq-plot with 95 Percent Simultaneous Confidence Bands
ftcanmax
Annual Maximum Precipitation: Fort Collins, Colorado
hwmid
Heat Wave Magnitude Index
is.fixedfevd
Stationary Fitted Model Check
hwmi
Heat Wave Magnitude Index
qqplot
qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands
ci.fevd
Confidence Intervals
return.level
Return Level Estimates
erlevd
Effective Return Levels
rlevd
Return Levels for Extreme Value Distributions
extRemes internal
extRemes Internal and Secondary Functions
shiftplot
Shift Plot Between Two Sets of Data
taildep.test
Tail Dependence Test
fpois
Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
threshrange.plot
Threshold Selection Through Fitting Models to a Range of Thresholds
postmode
Posterior Mode from an MCMC Sample
profliker
Profile Likelihood Function
trans
Transform Data
revtrans.evd
Reverse Transformation
make.qcov
Covariate Matrix for Non-Stationary EVD Projections
mrlplot
Mean Residual Life Plot
strip
Strip Fitted EVD Object of Everything but the Parameter Estimates
parcov.fevd
EVD Parameter Covariance
pextRemes
Probabilities and Random Draws from Fitted EVDs
taildep
Tail Dependence
Fort
Daily precipitation amounts in Fort Collins, Colorado.
Denversp
Denver July hourly precipitation amount.
BayesFactor
Estimate Bayes Factor
Rsum
Hurricane Frequency Dataset.
PORTw
Annual Maximum and Minimum Temperature
Denmint
Denver Minimum Temperature
Ozone4H
Ground-Level Ozone Order Statistics.
Tphap
Daily Maximum and Minimum Temperature in Phoenix, Arizona.
Peak
Salt River Peak Stream Flow
Potomac
Potomac River Peak Stream Flow Data.
ci.rl.ns.fevd.bayesian
Confidence/Credible Intervals for Effective Return Levels
damage
Hurricane Damage Data