ismev v1.42
0
Monthly downloads
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! | ||
Last month downloads
Details
| Date | 2018-05-08 |
| License | GPL (>= 2) |
| URL | http://www.ral.ucar.edu/~ericg/softextreme.php |
| Packaged | 2018-05-08 20:56:39 UTC; ericg |
| NeedsCompilation | no |
| Repository | CRAN |
| Date/Publication | 2018-05-10 22:08:29 UTC |
| depends | mgcv , R (>= 2.10.0) |
| Contributors | Original functions written by Janet E. Heffernan |
Include our badge in your README
[](http://www.rdocumentation.org/packages/ismev)