Renext: Renewal Method for Extreme Values Extrapolation

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Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the exceedances can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Author
Yves Deville <deville.yves@alpestat.com>, IRSN <renext@irsn.fr>
Date of publication
2016-07-04 20:29:04
Maintainer
Lise Bardet <lise.bardet@irsn.fr>
License
GPL (>= 2)
Version
3.1-0

View on CRAN

Man pages

anova.Renouv
Compute an analysis of deviance table for two nested Renouv...
barplotRenouv
Barplot for Renouv "Over Threshold" counts
Brest
Surge heights at Brest
Brest.years
Surge heights at Brest partial data
Brest.years.missing
Years with missing periods in 'Brest.year' dataset
CV2
Squared Coefficient of Variation
CV2.test
CV2 test of exponentiality
Dunkerque
Surge heights at Dunkerque
EM.mixexp
Expectation-Maximisation for a mixture of exponential...
expplot
Classical "exponential distribution" plot
fgamma
ML estimation of the Gamma distribution
fGEV.MAX
Fit a GEV distribution from block maxima or r largest order...
fGPD
Fit a two-parameters Generalised Pareto Distribution from a...
flomax
ML estimation of the Lomax distribution
fmaxlo
ML estimation of a 'maxlo' distribution
fweibull
ML estimation of classical Weibull distribution
Garonne
Flow of the french river La Garonne
gev2Ren
Translate a vector of GEV parameters into renewal model
gof.date
Goodness-of-fit for the distribution of dates
gofExp.test
Goodness-of-fit test for exponential distribution
GPD
Generalised Pareto Distribution
gumbel2Ren
Translate a vector of Gumbel parameters into a vector of...
Hpoints
Plotting positions for exponential return levels
iniMAX
Initial estimation of GPD parameters for an aggregated...
ini.mixexp2
Simple estimation for the mixture of two exponential...
interevt
Interevents (or interarrivals) from events dates
Jackson
Jackson's statistic
Jackson.test
Jackson's test of exponentiality
logLik.Renouv
Log-likelihood of a "Renouv" object
Lomax
Lomax distribution
LRExp
Likelihood Ratio statistic for exponential vs. GPD
LRExp.test
Likelihood Ratio test of exponentiality vs. GPD
LRGumbel
Likelihood Ratio statistic for Gumbel vs. GEV
LRGumbel.test
Likelihood Ratio test for the Gumbel distribution
Maxlo
'maxlo' distribution
MixExp2
Mixture of two exponential distributions
mom2par
Parameters from moments
mom.mixexp2
Moment estimation for the mixture of two exponential...
NBlevy
Negative Binomial Levy process
OT2MAX
Temporal aggregation of a Marked Process
OTjitter
Add a small amount of noise to a numeric vector
parDeriv
Derivation of probability functions with respect to the...
pGreenwood1
Probability that the Greenwood's statistic is smaller than...
plot.Rendata
Plot a Rendata object
plot.Renouv
Plot an object of class "Renouv"
PPplot
Diagnostic plots for Renouv objects
predict.Renouv
Compute return levels and confidence limits for a "Renouv"...
qStat
Quantiles of a test statistic
readXML
Read data using an XML index file
Ren2gev
Translate a vector of coefficients from a Renewal-POT model...
Ren2gumbel
Translate a vector of coefficients from a Renewal-POT model...
Renext-package
Renewal Method for Extreme Values Extrapolation
Renouv
Fit a 'Renouvellement' model
RenouvNoEst
Define a 'renouvellement' model without estimation
RLlegend
Legend management for return level plots
RLpar
Graphical parameters for Return Level plots
RLplot
Return level plot
roundPred
Round quantiles in a pseudo-prediction table
rRendata
Simulate a random RenData object
SandT
Compute empirical survivals (S) and return periods (T)
skip2noskip
Fix non-skipped periods from skipped ones
SLTW
Shifted Left Truncated Weibull (SLTW) distribution
spacings
Methods computing spacings between Largest Order Statistics
summary.Rendata
Summary and print methods for "Rendata" objects
summary.Renouv
Summary and print methods for "Renouv" objects
translude
Make translucient colors
vcov.Renouv
Variance-covariance matrix of the estimates of a "Renouv"...
weibplot
Classical Weibull distribution plot

Files in this package

Renext
Renext/inst
Renext/inst/Rendata
Renext/inst/Rendata/Brest_missing.csv
Renext/inst/Rendata/indexHtml.xsl
Renext/inst/Rendata/README
Renext/inst/Rendata/Brest.csv
Renext/inst/Rendata/Garonne.csv
Renext/inst/Rendata/control.txt
Renext/inst/Rendata/Dunkerque_missing.csv
Renext/inst/Rendata/Dunkerque.csv
Renext/inst/Rendata/index.xml
Renext/inst/Rendata/index.xsd
Renext/inst/doc
Renext/inst/doc/RenextGuide.pdf
Renext/inst/doc/index.html
Renext/tests
Renext/tests/qmixexp2.R
Renext/tests/Unobserved.R
Renext/NAMESPACE
Renext/data
Renext/data/Dunkerque.rda
Renext/data/Brest.years.missing.rda
Renext/data/Brest.years.rda
Renext/data/Garonne.rda
Renext/data/Brest.rda
Renext/R
Renext/R/mom2par.R
Renext/R/fML.R
Renext/R/gofExp.test.R
Renext/R/Jackson.R
Renext/R/cov2corr.R
Renext/R/GPD.R
Renext/R/makeFuns.R
Renext/R/mixexp2.R
Renext/R/flomax.R
Renext/R/OT2MAX.R
Renext/R/fmaxlo.R
Renext/R/NBlevy.R
Renext/R/miscutils.R
Renext/R/plot.Renouv.R
Renext/R/infoGEV.R
Renext/R/randomRendata.R
Renext/R/GreenwoodUtils.R
Renext/R/CV2.R
Renext/R/sysdata.rda
Renext/R/predict.Renouv.R
Renext/R/Hpoints.R
Renext/R/expplot.R
Renext/R/fGPD.R
Renext/R/fGEV.MAX.R
Renext/R/PPandQQ.R
Renext/R/LR.R
Renext/R/SandT.R
Renext/R/spacings.R
Renext/R/RLplot.R
Renext/R/Renouv4.R
Renext/R/RenouvNoEst.R
Renext/R/readXML.R
Renext/R/Ren2gumbel.R
Renext/R/fit.mixexp2.R
Renext/R/Ren2gev.R
Renext/R/parDeriv.R
Renext/R/weibplot.R
Renext/R/fgamma.R
Renext/R/anova.Renouv.R
Renext/R/fweibull.R
Renext/R/iniMAXOTS.R
Renext/R/transexp.R
Renext/R/Maxlo.R
Renext/R/barplotRenouv.R
Renext/R/interevt.R
Renext/R/Rendata.R
Renext/R/zzz.R
Renext/R/RenouvMethods.R
Renext/R/LomaxGpd.R
Renext/R/gof.date.R
Renext/MD5
Renext/build
Renext/build/partial.rdb
Renext/DESCRIPTION
Renext/ChangeLog
Renext/man
Renext/man/LRGumbel.test.Rd
Renext/man/weibplot.Rd
Renext/man/Renext-package.Rd
Renext/man/plot.Rendata.Rd
Renext/man/mom2par.Rd
Renext/man/barplotRenouv.Rd
Renext/man/RLpar.Rd
Renext/man/OT2MAX.Rd
Renext/man/readXML.Rd
Renext/man/CV2.Rd
Renext/man/gof.date.Rd
Renext/man/RenouvNoEst.Rd
Renext/man/CV2.test.Rd
Renext/man/ini.mixexp2.Rd
Renext/man/Ren2gumbel.Rd
Renext/man/plot.Renouv.Rd
Renext/man/summary.Renouv.Rd
Renext/man/LRExp.Rd
Renext/man/SLTW.Rd
Renext/man/MixExp2.Rd
Renext/man/fgamma.Rd
Renext/man/logLik.Renouv.Rd
Renext/man/spacings.Rd
Renext/man/NBlevy.Rd
Renext/man/Jackson.Rd
Renext/man/Maxlo.Rd
Renext/man/fGPD.Rd
Renext/man/translude.Rd
Renext/man/gumbel2Ren.Rd
Renext/man/SandT.Rd
Renext/man/parDeriv.Rd
Renext/man/OTjitter.Rd
Renext/man/Garonne.Rd
Renext/man/interevt.Rd
Renext/man/predict.Renouv.Rd
Renext/man/EM.mixexp.Rd
Renext/man/gev2Ren.Rd
Renext/man/gofExp.test.Rd
Renext/man/pGreenwood1.Rd
Renext/man/PPplot.Rd
Renext/man/expplot.Rd
Renext/man/fweibull.Rd
Renext/man/rRendata.Rd
Renext/man/Brest.Rd
Renext/man/flomax.Rd
Renext/man/qStat.Rd
Renext/man/fmaxlo.Rd
Renext/man/fGEV.MAX.Rd
Renext/man/skip2noskip.Rd
Renext/man/RLlegend.Rd
Renext/man/Renouv.Rd
Renext/man/Brest.years.Rd
Renext/man/Ren2gev.Rd
Renext/man/Dunkerque.Rd
Renext/man/roundPred.Rd
Renext/man/iniMAX.Rd
Renext/man/RLplot.Rd
Renext/man/Brest.years.missing.Rd
Renext/man/mom.mixexp2.Rd
Renext/man/LRExp.test.Rd
Renext/man/summary.Rendata.Rd
Renext/man/LRGumbel.Rd
Renext/man/anova.Renouv.Rd
Renext/man/Lomax.Rd
Renext/man/GPD.Rd
Renext/man/vcov.Renouv.Rd
Renext/man/Hpoints.Rd
Renext/man/Jackson.test.Rd