evd: Functions for Extreme Value Distributions

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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.

Author
Alec Stephenson. Function fbvpot by Chris Ferro.
Date of publication
2015-12-25 14:31:32
Maintainer
Alec Stephenson <alec_stephenson@hotmail.com>
License
GPL-3
Version
2.3-2

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