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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
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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

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