Renext: Renewal Method for Extreme Values Extrapolation

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.

AuthorYves Deville <deville.yves@alpestat.com>, IRSN <renext@irsn.fr>
Date of publication2016-07-04 20:29:04
MaintainerLise Bardet <lise.bardet@irsn.fr>
LicenseGPL (>= 2)
Version3.1-0

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

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