extremeStat
Extreme value statistics on a linear scale
Fit (via L moments), plot (on a linear scale) and compare (by goodness of fit)
several (extreme value) distributions.
Compute high quantiles even in small samples and estimate extrema at given return periods.
Open the Vignette
for an introduction to the package: vignette("extremeStat")
This package heavily relies on and thankfully acknowledges the package lmomco by WH Asquith.
- Keywords
- package, documentation
Package overview
The main functions in the extremeStat package are:
distLweights |
-> plotLweights |
distLfit |
-> plotLfit |
q_gpd + q_weighted -> distLquantile |
-> plotLquantile |
distLextreme |
-> plotLextreme |
distLexBoot |
printL.
See Also
If you are looking for more detailed (uncertainty) analysis, eg confidence intervals,
check out the package extRemes, especially the function fevd.
https://cran.r-project.org/package=extRemes
Intro slides: http://sites.lsa.umich.edu/eva2015/wp-content/uploads/sites/44/2015/06/Intro2EVT.pdf
Parameter fitting and distribution functions: https://cran.r-project.org/package=lmomco
Distributions: https://www.rmetrics.org/files/Meielisalp2009/Presentations/Scott.pdf
and: https://cran.r-project.org/view=Distributions
R in Hydrology: http://abouthydrology.blogspot.de/2012/08/r-resources-for-hydrologists.html
Examples
data(annMax) # annual discharge maxima from a stream in Austria
plot(annMax, type="l")
dle <- distLextreme(annMax)
dle$returnlev