Man pages for evir
Extreme Values in R
| bmw | Daily Log Returns on BMW Share Price |
| danish | Danish Fire Insurance Claims |
| decluster | Decluster Point Process |
| dgev | Generalized Extreme Value Distribution |
| dgpd | Generalized Pareto Distribution |
| emplot | Plot of Empirical Distribution Function |
| exindex | Estimate Extremal Index |
| findthresh | Find Threshold |
| gev | Fit Generalized Extreme Value Distribution |
| gpd | Fit Generalized Pareto Model |
| gpdbiv | Implements Bivariate POT Method |
| gpd.q | Add Quantile Estimates to plot.gpd |
| gpd.sfall | Add Expected Shortfall Estimates to a GPD Plot |
| gumbel | Fit Gumbel Distribution |
| hill | Create Hill Plot |
| interpret.gpdbiv | Interpret Results of Bivariate GPD Fit |
| meplot | Sample Mean Excess Plot |
| nidd.annual | The River Nidd Data |
| nidd.thresh | The River Nidd Data |
| plot.gev | Plot Fitted GEV Model |
| plot.gpd | Plot Fitted GPD Model |
| plot.gpdbiv | Plot Fitted Bivariate GPD Model |
| plot.pot | Plot Fitted POT Model |
| pot | Peaks Over Thresholds Model |
| qplot | Exploratory QQplot for Extreme Value Analysis |
| quant | Plot of GPD Tail Estimate of a High Quantile |
| records | Calculate Record Development |
| riskmeasures | Calculates Quantiles and Expected Shortfalls |
| rlevel.gev | Calculate Return Levels Based on GEV Fit |
| shape | Plot for GPD Shape Parameter |
| siemens | Daily Log Returns on Siemens Share Price |
| sp.raw | SP Data to June 1993 |
| spto87 | SP Return Data to October 1987 |
| tailplot | Plot Tail Estimate From GPD Model |
