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

Files in this package

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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