Man pages for evir
Extreme Values in R

bmwDaily Log Returns on BMW Share Price
danishDanish Fire Insurance Claims
declusterDecluster Point Process
dgevGeneralized Extreme Value Distribution
dgpdGeneralized Pareto Distribution
emplotPlot of Empirical Distribution Function
exindexEstimate Extremal Index
findthreshFind Threshold
gevFit Generalized Extreme Value Distribution
gpdFit Generalized Pareto Model
gpdbivImplements Bivariate POT Method
gpd.qAdd Quantile Estimates to plot.gpd
gpd.sfallAdd Expected Shortfall Estimates to a GPD Plot
gumbelFit Gumbel Distribution
hillCreate Hill Plot
interpret.gpdbivInterpret Results of Bivariate GPD Fit
meplotSample Mean Excess Plot
nidd.annualThe River Nidd Data
nidd.threshThe River Nidd Data
plot.gevPlot Fitted GEV Model
plot.gpdPlot Fitted GPD Model
plot.gpdbivPlot Fitted Bivariate GPD Model
plot.potPlot Fitted POT Model
potPeaks Over Thresholds Model
qplotExploratory QQplot for Extreme Value Analysis
quantPlot of GPD Tail Estimate of a High Quantile
recordsCalculate Record Development
riskmeasuresCalculates Quantiles and Expected Shortfalls
rlevel.gevCalculate Return Levels Based on GEV Fit
shapePlot for GPD Shape Parameter
siemensDaily Log Returns on Siemens Share Price
sp.rawSP Data to June 1993
spto87SP Return Data to October 1987
tailplotPlot Tail Estimate From GPD Model
evir documentation built on March 20, 2018, 5:05 p.m.