eva: Extreme Value Analysis with Goodness-of-Fit Testing

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Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.

Author
Brian Bader [aut, cre], Jun Yan [ctb]
Date of publication
2016-09-20 23:10:46
Maintainer
Brian Bader <brianbader@mail.com>
License
GPL (>= 2)
Version
0.2.4
URLs

View on CRAN

Man pages

eva
eva: Extreme Value Analysis with Goodness-of-Fit Testing
fortmax
Top Ten Annual Precipitation: Fort Collins, Colorado
gevr
The GEVr Distribution
gevrDiag
Diagnostic plots for a fit to the GEVr distribution.
gevrEd
GEVr Entropy Difference Test
gevrFit
Parameter estimation for the GEVr distribution model
gevrMultScore
GEVr Multiplier Score Test
gevrPbScore
GEVr Parametric Bootstrap Score Test
gevrProfShape
GEVr Shape Parameter Profile Likelihood Estimation for...
gevrRl
GEVr Return Level Estimate and Confidence Interval for...
gevrSeqTests
Sequential Tests for the GEVr Model
gpd
The Generalized Pareto Distribution (GPD)
gpdAd
Generalized Pareto Distribution Anderson-Darling Test
gpdCvm
Generalized Pareto Distribution Cramer-von Mises Test
gpdDiag
Diagnostic plots for a fit to the Generalized Pareto...
gpdFit
Parameter estimation for the Generalized Pareto Distribution...
gpdImAsym
GPD Asymptotic Adjusted Information Matrix (IM) Test
gpdImPb
GPD Bootstrapped Information Matrix (IM) Test
gpdMultScore
GPD Multiplier Score Test
gpdPbScore
GPD Parametric Bootstrap Score Test
gpdProfShape
GPD Shape Parameter Profile Likelihood Estimation for...
gpdRl
GPD Return Level Estimate and Confidence Interval for...
gpdSeqTests
GPD Multiple Threshold Goodness-of-Fit Testing
lowestoft
Top Ten Annual Sea Levels: Lowestoft, UK (1964 - 2014)
mrlPlot
Mean Residual Life Plot for the Generalized Pareto...
pSeqStop
P-Value Sequential Adjustment

Files in this package

eva
eva/inst
eva/inst/CITATION
eva/inst/doc
eva/inst/doc/introduction.R
eva/inst/doc/introduction.html
eva/inst/doc/introduction.Rmd
eva/NAMESPACE
eva/data
eva/data/fortmax.rda
eva/data/lowestoft.rda
eva/R
eva/R/lowestoft.R
eva/R/pSeqStop.R
eva/R/gpdProfShape.R
eva/R/gpdPbScore.R
eva/R/gevrMultScore.R
eva/R/gpdAd.R
eva/R/gevrProfShape.R
eva/R/gpdImAsym.R
eva/R/gpdMultScore.R
eva/R/gpdSeqTests.R
eva/R/sysdata.rda
eva/R/gpdDiag.R
eva/R/gevrEd.R
eva/R/gpdCvm.R
eva/R/gpd.R
eva/R/eva.R
eva/R/gevrFit.R
eva/R/gevrDiag.R
eva/R/gpdRl.R
eva/R/gpdImPb.R
eva/R/gevr.R
eva/R/gpdFit.R
eva/R/fortmax.R
eva/R/gevrPbScore.R
eva/R/gevrSeqTests.R
eva/R/mrlPlot.R
eva/R/gevrRl.R
eva/R/gpdFunctions.R
eva/R/gevrFunctions.R
eva/vignettes
eva/vignettes/introduction.Rmd
eva/MD5
eva/build
eva/build/vignette.rds
eva/DESCRIPTION
eva/man
eva/man/gpdPbScore.Rd
eva/man/gevrFit.Rd
eva/man/gpdSeqTests.Rd
eva/man/pSeqStop.Rd
eva/man/gevrEd.Rd
eva/man/gpdAd.Rd
eva/man/gpdImAsym.Rd
eva/man/gevrRl.Rd
eva/man/gpd.Rd
eva/man/fortmax.Rd
eva/man/gpdDiag.Rd
eva/man/gevrMultScore.Rd
eva/man/gevrSeqTests.Rd
eva/man/gevrProfShape.Rd
eva/man/gpdMultScore.Rd
eva/man/gevr.Rd
eva/man/lowestoft.Rd
eva/man/gpdFit.Rd
eva/man/gpdImPb.Rd
eva/man/gpdProfShape.Rd
eva/man/gevrPbScore.Rd
eva/man/gpdCvm.Rd
eva/man/mrlPlot.Rd
eva/man/gpdRl.Rd
eva/man/eva.Rd
eva/man/gevrDiag.Rd