# ismev v1.42

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## An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

## Functions in ismev

 Name Description pp.fitrange Fitting the Point Process Model Over a Range of Thresholds rain Daily Rainfall Accumulations in South-West England rlarg.fit Maximum-likelihood Fitting of Order Statistics Model gpd.prof Profile Log-likelihoods for Stationary GPD Models wavesurge Wave and Surge Heights in South-West England gpd.diag Diagnostic Plots for GPD Models wind Annual Maximum Wind Speeds at Albany and Hartford wooster Minimum Temperatures at Wooster, Ohio gpd.fit Maximum-likelihood Fitting for the GPD Model venice Venice Sea Levels rlarg.diag Diagnostic Plots for Order Statistics Models pp.fit Maximum-likelihood Fitting for the Point Process Model pp.diag Diagnostic Plots for Point Process Models fremantle Annual Maximum Sea Levels at Fremantle, Western Australia gpd.fitrange Fitting the GPD Model Over a Range of Thresholds exchange UK/US and UK/Canada Exchange Rates euroex UK/Euro Exchange Rates ismev-internal Internal Functions dowjones Daily Closing Prices of The Dow Jones Index engine Engine Failure Time Data gamGPDfitboot Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation ismev ismev -- an Introduction to Statistical Modeling of Extreme Values glass Breaking Strengths of Glass Fibres gum.diag Diagnostic Plots for Gumbel Models gev.prof Profile Log-likelihoods for Stationary GEV Models gum.fit Maximum-likelihood Fitting of the Gumbel Distribution gev.diag Diagnostic Plots for GEV Models gev.fit Maximum-likelihood Fitting of the GEV Distribution mrl.plot Mean Residual Life Plot portpirie Annual Maximum Sea Levels at Port Pirie, South Australia No Results!