Renext: Renewal Method for Extreme Values Extrapolation
Version 3.1-0

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("Renext")

Getting started

Package overview

Popular man pages

CV2: Squared Coefficient of Variation
expplot: Classical "exponential distribution" plot
fGEV.MAX: Fit a GEV distribution from block maxima or r largest order...
gofExp.test: Goodness-of-fit test for exponential distribution
Lomax: Lomax distribution
predict.Renouv: Compute return levels and confidence limits for a "Renouv"...
weibplot: Classical Weibull distribution plot
See all...

All man pages Function index File listing

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

Functions

Files

inst
inst/Rendata
inst/Rendata/Brest_missing.csv
inst/Rendata/indexHtml.xsl
inst/Rendata/README
inst/Rendata/Brest.csv
inst/Rendata/Garonne.csv
inst/Rendata/control.txt
inst/Rendata/Dunkerque_missing.csv
inst/Rendata/Dunkerque.csv
inst/Rendata/index.xml
inst/Rendata/index.xsd
inst/doc
inst/doc/RenextGuide.pdf
inst/doc/index.html
tests
tests/qmixexp2.R
tests/Unobserved.R
NAMESPACE
data
data/Dunkerque.rda
data/Brest.years.missing.rda
data/Brest.years.rda
data/Garonne.rda
data/Brest.rda
R
R/mom2par.R
R/fML.R
R/gofExp.test.R
R/Jackson.R
R/cov2corr.R
R/GPD.R
R/makeFuns.R
R/mixexp2.R
R/flomax.R
R/OT2MAX.R
R/fmaxlo.R
R/NBlevy.R
R/miscutils.R
R/plot.Renouv.R
R/infoGEV.R
R/randomRendata.R
R/GreenwoodUtils.R
R/CV2.R
R/sysdata.rda
R/predict.Renouv.R
R/Hpoints.R
R/expplot.R
R/fGPD.R
R/fGEV.MAX.R
R/PPandQQ.R
R/LR.R
R/SandT.R
R/spacings.R
R/RLplot.R
R/Renouv4.R
R/RenouvNoEst.R
R/readXML.R
R/Ren2gumbel.R
R/fit.mixexp2.R
R/Ren2gev.R
R/parDeriv.R
R/weibplot.R
R/fgamma.R
R/anova.Renouv.R
R/fweibull.R
R/iniMAXOTS.R
R/transexp.R
R/Maxlo.R
R/barplotRenouv.R
R/interevt.R
R/Rendata.R
R/zzz.R
R/RenouvMethods.R
R/LomaxGpd.R
R/gof.date.R
MD5
build
build/partial.rdb
DESCRIPTION
ChangeLog
man
man/LRGumbel.test.Rd
man/weibplot.Rd
man/Renext-package.Rd
man/plot.Rendata.Rd
man/mom2par.Rd
man/barplotRenouv.Rd
man/RLpar.Rd
man/OT2MAX.Rd
man/readXML.Rd
man/CV2.Rd
man/gof.date.Rd
man/RenouvNoEst.Rd
man/CV2.test.Rd
man/ini.mixexp2.Rd
man/Ren2gumbel.Rd
man/plot.Renouv.Rd
man/summary.Renouv.Rd
man/LRExp.Rd
man/SLTW.Rd
man/MixExp2.Rd
man/fgamma.Rd
man/logLik.Renouv.Rd
man/spacings.Rd
man/NBlevy.Rd
man/Jackson.Rd
man/Maxlo.Rd
man/fGPD.Rd
man/translude.Rd
man/gumbel2Ren.Rd
man/SandT.Rd
man/parDeriv.Rd
man/OTjitter.Rd
man/Garonne.Rd
man/interevt.Rd
man/predict.Renouv.Rd
man/EM.mixexp.Rd
man/gev2Ren.Rd
man/gofExp.test.Rd
man/pGreenwood1.Rd
man/PPplot.Rd
man/expplot.Rd
man/fweibull.Rd
man/rRendata.Rd
man/Brest.Rd
man/flomax.Rd
man/qStat.Rd
man/fmaxlo.Rd
man/fGEV.MAX.Rd
man/skip2noskip.Rd
man/RLlegend.Rd
man/Renouv.Rd
man/Brest.years.Rd
man/Ren2gev.Rd
man/Dunkerque.Rd
man/roundPred.Rd
man/iniMAX.Rd
man/RLplot.Rd
man/Brest.years.missing.Rd
man/mom.mixexp2.Rd
man/LRExp.test.Rd
man/summary.Rendata.Rd
man/LRGumbel.Rd
man/anova.Renouv.Rd
man/Lomax.Rd
man/GPD.Rd
man/vcov.Renouv.Rd
man/Hpoints.Rd
man/Jackson.test.Rd
Renext documentation built on May 19, 2017, 2:12 p.m.

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