evd: Functions for Extreme Value Distributions

Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.

AuthorAlec Stephenson. Function fbvpot by Chris Ferro.
Date of publication2015-12-25 14:31:32
MaintainerAlec Stephenson <alec_stephenson@hotmail.com>
LicenseGPL-3
Version2.3-2

View on CRAN

Man pages

abvevd: Parametric Dependence Functions of Bivariate Extreme Value...

abvnonpar: Non-parametric Estimates for Dependence Functions of the...

amvevd: Parametric Dependence Functions of Multivariate Extreme Value...

amvnonpar: Non-parametric Estimates for Dependence Functions of the...

anova.evd: Compare Nested EVD Objects

bvevd: Parametric Bivariate Extreme Value Distributions

bvtcplot: Bivariate Threshold Choice Plot

ccbvevd: Calculate Conditional Copulas for Parametric Bivariate...

chiplot: Dependence Measure Plots

clusters: Identify Clusters of Exceedences

confint.evd: Calculate Confidence Intervals

evd-internal: Internal Functions

evind.test: Perform Hypothesis Test Of Independence

evmc: Simulate Markov Chains With Extreme Value Dependence...

exi: Estimates of the Extremal Index

exiplot: Plot Estimates of the Extremal Index

extreme: Distributions of Maxima and Minima

failure: Failure Times

fbvevd: Maximum-likelihood Fitting of Bivariate Extreme Value...

fbvpot: Maximum-likelihood Fitting of Bivariate Extreme Value...

fextreme: Maximum-likelihood Fitting of Maxima and Minima

fgev: Maximum-likelihood Fitting of the Generalized Extreme Value...

forder: Maximum-likelihood Fitting of Order Statistics

fox: Maximum Annual Flood Discharges of the Fox River

fpot: Peaks Over Threshold Modelling using the Generalized Pareto...

frechet: The Frechet Distribution

gev: The Generalized Extreme Value Distribution

gpd: The Generalized Pareto Distribution

gumbel: The Gumbel Distribution

hbvevd: Parametric Spectral Density Functions of Bivariate Extreme...

lisbon: Annual Maximum Wind Speeds at Lisbon

lossalae: General Liability Claims

marma: Simulate MARMA(p,q) Processes

mrlplot: Empirical Mean Residual Life Plot

mtransform: GEV Transformations

mvevd: Parametric Multivariate Extreme Value Distributions

ocmulgee: Maximum Annual Flood Discharges of the Ocmulgee River

oldage: Oldest Ages for Swedish Males and Females

order: Distributions of Order Statistics

oxford: Annual Maximum Temperatures at Oxford

plot.bvevd: Plot Diagnostics for a Bivariate EVD Object

plot.bvpot: Plot Diagnostics for a Bivariate POT EVD Object

plot.profile2d.evd: Plot Joint Profile Log-likelihoods

plot.profile.evd: Plot Profile Log-likelihoods and Calculate Profile Confidence...

plot.uvevd: Plot Diagnostics for a Univariate EVD Object

portpirie: Annual Maximum Sea Levels at Port Pirie

profile2d.evd: Method for Profiling EVD Objects

profile.evd: Method for Profiling EVD Objects

qcbvnonpar: Non-parametric Estimates for Bivariate Quantile Curves

rweibull: The Reverse Weibull Distribution

sask: Maximum Annual Flood Discharges of the North Saskachevan...

sealevel: Annual Sea Level Maxima at Dover and Harwich

sealevel2: Annual Sea Level Maxima at Dover and Harwich with Indicator

tcplot: Threshold Choice Plot

uccle: Rainfall Maxima at Uccle, Belgium

venice: Largest Sea Levels in Venice

venice2: Largest Sea Levels in Venice

Functions

abvalog Man page
abvamix Man page
abvaneglog Man page
abvbilog Man page
abvct Man page
abvevd Man page
abvhr Man page
abvlog Man page
abvnegbilog Man page
abvneglog Man page
abvnonpar Man page
amvalog Man page
amvevd Man page
amvlog Man page
amvnonpar Man page
anova.evd Man page
bvcpp Man page
bvcpp.bvevd Man page
bvdens Man page
bvdens.bvevd Man page
bvdens.bvpot Man page
bvdp Man page
bvdp.bvevd Man page
bvdp.bvpot Man page
bvh Man page
bvh.bvevd Man page
bvh.bvpot Man page
bvpost.optim Man page
bvqc Man page
bvqc.bvevd Man page
bvqc.bvpot Man page
bvstart.vals Man page
bvtcplot Man page
ccbvevd Man page
chiplot Man page
clusters Man page
confint.evd Man page
confint.profile.evd Man page
dbvalog Man page
dbvamix Man page
dbvaneglog Man page
dbvbilog Man page
dbvct Man page
dbvevd Man page
dbvhr Man page
dbvlog Man page
dbvnegbilog Man page
dbvneglog Man page
dens Man page
dens.gev Man page
dens.pot Man page
dextreme Man page
dfrechet Man page
dgev Man page
dgpd Man page
dgumbel Man page
dmvalog Man page
dmvevd Man page
dmvlog Man page
dnweibull Man page
dorder Man page
drweibull Man page
evind.test Man page
evmc Man page
exi Man page
exiplot Man page
failure Man page
fbvalog Man page
fbvamix Man page
fbvaneglog Man page
fbvbilog Man page
fbvcalog Man page
fbvcamix Man page
fbvcaneglog Man page
fbvcbilog Man page
fbvcct Man page
fbvchr Man page
fbvclog Man page
fbvcnegbilog Man page
fbvcneglog Man page
fbvcpot Man page
fbvct Man page
fbvevd Man page
fbvhr Man page
fbvlog Man page
fbvnegbilog Man page
fbvneglog Man page
fbvpbilog Man page
fbvpct Man page
fbvphr Man page
fbvplog Man page
fbvpnegbilog Man page
fbvpneglog Man page
fbvpot Man page
fbvppot Man page
fextreme Man page
fgev Man page
fgev.norm Man page
fgev.quantile Man page
fitted.evd Man page
forder Man page
fox Man page
fpot Man page
fpot.norm Man page
fpot.quantile Man page
hbvalog Man page
hbvamix Man page
hbvaneglog Man page
hbvbilog Man page
hbvct Man page
hbvevd Man page
hbvhr Man page
hbvlog Man page
hbvnegbilog Man page
hbvneglog Man page
lisbon Man page
logLik.evd Man page
lossalae Man page
mar Man page
marma Man page
mma Man page
mrlplot Man page
mtransform Man page
mvalog.check Man page
ocmulgee Man page
oldage Man page
oxford Man page
pbvalog Man page
pbvamix Man page
pbvaneglog Man page
pbvbilog Man page
pbvct Man page
pbvevd Man page
pbvhr Man page
pbvlog Man page
pbvnegbilog Man page
pbvneglog Man page
pextreme Man page
pfrechet Man page
pgev Man page
pgpd Man page
pgumbel Man page
plot.bvevd Man page
plot.bvpot Man page
plot.profile2d.evd Man page
plot.profile.evd Man page
plot.uvevd Man page
pmvalog Man page
pmvevd Man page
pmvlog Man page
pnweibull Man page
porder Man page
portpirie Man page
pp Man page
pp.gev Man page
pp.pot Man page
print.bvevd Man page
print.bvpot Man page
print.evd Man page
print.pot Man page
profile2d Man page
profile2d.evd Man page
profile.evd Man page
prweibull Man page
qcbvnonpar Man page
qextreme Man page
qfrechet Man page
qgev Man page
qgpd Man page
qgumbel Man page
qnweibull Man page
qq Man page
qq.gev Man page
qq.pot Man page
qrweibull Man page
rbvalog Man page
rbvamix Man page
rbvaneglog Man page
rbvbilog Man page
rbvct Man page
rbvevd Man page
rbvhr Man page
rbvlog Man page
rbvnegbilog Man page
rbvneglog Man page
rextreme Man page
rfrechet Man page
rgev Man page
rgpd Man page
rgumbel Man page
rl Man page
rl.gev Man page
rl.pot Man page
rmvalog Man page
rmvevd Man page
rmvlog Man page
rnweibull Man page
rorder Man page
rrweibull Man page
sask Man page
sealevel Man page
sealevel2 Man page
sep.bvdata Man page
std.errors Man page
std.errors.evd Man page
subsets Man page
tcplot Man page
tvdepfn Man page
uccle Man page
vcov.evd Man page
venice Man page
venice2 Man page

Files

evd
evd/inst
evd/inst/CITATION
evd/inst/README
evd/inst/doc
evd/inst/doc/guide22.pdf
evd/inst/doc/Multivariate_Extremes.Rnw
evd/inst/doc/guide22.txt
evd/inst/doc/Multivariate_Extremes.R
evd/inst/doc/Multivariate_Extremes.pdf
evd/inst/CHANGES
evd/src
evd/src/header.h
evd/src/ccop.c
evd/src/sim.c
evd/src/pot.c
evd/src/bvpot.c
evd/src/fit.c
evd/NAMESPACE
evd/data
evd/data/lisbon.rda
evd/data/ocmulgee.rda
evd/data/sealevel.rda
evd/data/failure.rda
evd/data/fox.rda
evd/data/sealevel2.rda
evd/data/venice.rda
evd/data/lossalae.rda
evd/data/portpirie.rda
evd/data/oldage.rda
evd/data/venice2.rda
evd/data/oxford.rda
evd/data/sask.rda
evd/data/uccle.rda
evd/R
evd/R/nonpar.R evd/R/uvdist.R evd/R/bvfit.R evd/R/profile.R evd/R/mdiag.R evd/R/bvpot.R evd/R/bvdist.R evd/R/stocproc.R evd/R/pmdiag.R evd/R/uvfit.R evd/R/mvdist.R
evd/vignettes
evd/vignettes/Multivariate_Extremes.Rnw
evd/MD5
evd/build
evd/build/vignette.rds
evd/DESCRIPTION
evd/man
evd/man/rweibull.Rd evd/man/amvnonpar.Rd evd/man/bvevd.Rd evd/man/fox.Rd evd/man/extreme.Rd evd/man/confint.evd.Rd evd/man/evmc.Rd evd/man/marma.Rd evd/man/gev.Rd evd/man/qcbvnonpar.Rd evd/man/fbvpot.Rd evd/man/hbvevd.Rd evd/man/abvevd.Rd evd/man/abvnonpar.Rd evd/man/lossalae.Rd evd/man/venice2.Rd evd/man/frechet.Rd evd/man/oldage.Rd evd/man/exiplot.Rd evd/man/fextreme.Rd evd/man/portpirie.Rd evd/man/mrlplot.Rd evd/man/sealevel.Rd evd/man/gpd.Rd evd/man/fbvevd.Rd evd/man/exi.Rd evd/man/plot.bvevd.Rd evd/man/gumbel.Rd evd/man/fgev.Rd evd/man/clusters.Rd evd/man/tcplot.Rd evd/man/lisbon.Rd evd/man/plot.profile2d.evd.Rd evd/man/plot.uvevd.Rd evd/man/failure.Rd evd/man/sealevel2.Rd evd/man/sask.Rd evd/man/ocmulgee.Rd evd/man/oxford.Rd evd/man/profile.evd.Rd evd/man/mtransform.Rd evd/man/profile2d.evd.Rd evd/man/amvevd.Rd evd/man/venice.Rd evd/man/uccle.Rd evd/man/bvtcplot.Rd evd/man/plot.profile.evd.Rd evd/man/mvevd.Rd evd/man/anova.evd.Rd evd/man/order.Rd evd/man/chiplot.Rd evd/man/plot.bvpot.Rd evd/man/fpot.Rd evd/man/forder.Rd evd/man/evd-internal.Rd evd/man/evind.test.Rd evd/man/ccbvevd.Rd

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