Annual maximum temperatures at Oxford and Worthing (England), for the
period 1901 to 1980.

datasets

Performs adjusted inferences based on model objects fitted, using
maximum likelihood estimation, by the extreme value analysis packages
'evd' <https://cran.r-project.org/package=evd>,
'evir' <https://cran.r-project.org/package=evir>,
'extRemes' <https://cran.r-project.org/package=extRemes>,
'fExtremes' <https://cran.r-project.org/package=fExtremes>,
'ismev' <https://cran.r-project.org/package=ismev>,
'mev' <https://cran.r-project.org/package=mev>,
'POT' <https://cran.r-project.org/package=POT> and
'texmex' <https://cran.r-project.org/package=texmex>.
Adjusted standard errors and an adjusted loglikelihood are provided, using
the 'chandwich' package <https://cran.r-project.org/package=chandwich>
and the object-oriented features of the 'sandwich' package
<https://cran.r-project.org/package=sandwich>. The adjustment is based on a
robust sandwich estimator of the parameter covariance matrix, based on the
methodology in Chandler and Bate (2007) <doi:10.1093/biomet/asm015>. This
can be used for cluster correlated data when interest lies in the
parameters of the marginal distributions, or for performing inferences that
are robust to certain types of model misspecification. Univariate extreme
value models, including regression models, are supported.

Paul Northrop

Loglikelihood Adjustment for Extreme Value Models

Camellia Yin

ow function

A dataframe with 80 rows and 4 columns.<ul>
<li>Column 1, <code>temp</code>: annual maximum temperatures in degrees
 Fahrenheit.</li>
<li>Column 2, <code>year</code>: year in which the maximum was recorded.</li>
<li>Column 3, <code>name</code>: name of location, "oxford" or "worthing"</li>
<li>Column 4, <code>loc</code>: location: 1 for "oxford", -1 for
 "worthing"</li>
</ul>

ow: Oxford and Worthing annual maximum temperatures

Description

Usage

Arguments

Format

References