evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the 'evd' package is provided, so that users can safely interchange most code.

AuthorCarl Scarrott and Yang Hu, University of Canterbury
Date of publication2015-05-27 14:35:20
MaintainerCarl Scarrott <carl.scarrott@canterbury.ac.nz>
LicenseGPL-3
Version2.6
http://www.math.canterbury.ac.nz/~c.scarrott/evmix

View on CRAN

Man pages

bckden: Boundary Corrected Kernel Density Estimation Using a Variety...

bckdengpd: Boundary Corrected Kernel Density Estimate and GPD Tail...

bckdengpdcon: Boundary Corrected Kernel Density Estimate and GPD Tail...

betagpd: Beta Bulk and GPD Tail Extreme Value Mixture Model

betagpdcon: Beta Bulk and GPD Tail Extreme Value Mixture Model with...

checking: Internal functions for checking function input arguments

dwm: Dynamically Weighted Mixture Model

evmix.diag: Diagnostic Plots for Extreme Value Mixture Models

evmix-package: Extreme Value Mixture Modelling, Threshold Estimation and...

fbckden: Cross-validation MLE Fitting of Boundary Corrected Kernel...

fbckdengpd: MLE Fitting of Boundary Corrected Kernel Density Estimate for...

fbckdengpdcon: MLE Fitting of Boundary Corrected Kernel Density Estimate for...

fbetagpd: MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture...

fbetagpdcon: MLE Fitting of beta Bulk and GPD Tail Extreme Value Mixture...

fdwm: MLE Fitting of Dynamically Weighted Mixture Model

fgammagpd: MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture...

fgammagpdcon: MLE Fitting of Gamma Bulk and GPD Tail Extreme Value Mixture...

fgkg: MLE Fitting of Kernel Density Estimate for Bulk and GPD for...

fgkgcon: MLE Fitting of Kernel Density Estimate for Bulk and GPD for...

fgng: MLE Fitting of Normal Bulk and GPD for Both Tails Extreme...

fgngcon: MLE Fitting of Normal Bulk and GPD for Both Tails with Single...

fgpd: MLE Fitting of Generalised Pareto Distribution (GPD)

fhpd: MLE Fitting of Hybrid Pareto Extreme Value Mixture Model

fhpdcon: MLE Fitting of Hybrid Pareto Extreme Value Mixture Model with...

fitmgng: MLE Fitting of Normal Bulk and GPD for Both Tails Interval...

fitmnormgpd: MLE Fitting of Normal Bulk and GPD Tail Interval Transition...

fitmweibullgpd: MLE Fitting of Weibull Bulk and GPD Tail Interval Transition...

fkden: Cross-validation MLE Fitting of Kernel Density Estimator,...

fkdengpd: MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail...

fkdengpdcon: MLE Fitting of Kernel Density Estimate for Bulk and GPD Tail...

flognormgpd: MLE Fitting of log-normal Bulk and GPD Tail Extreme Value...

flognormgpdcon: MLE Fitting of log-normal Bulk and GPD Tail Extreme Value...

fmgamma: MLE Fitting of Mixture of Gammas Using EM Algorithm

fmgammagpd: MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme...

fmgammagpdcon: MLE Fitting of Mixture of Gammas Bulk and GPD Tail Extreme...

fnormgpd: MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture...

fnormgpdcon: MLE Fitting of Normal Bulk and GPD Tail Extreme Value Mixture...

fpsden: MLE Fitting of P-splines Density Estimator

fpsdengpd: MLE Fitting of P-splines Density Estimate for Bulk and GPD...

fweibullgpd: MLE Fitting of Weibull Bulk and GPD Tail Extreme Value...

fweibullgpdcon: MLE Fitting of Weibull Bulk and GPD Tail Extreme Value...

gammagpd: Gamma Bulk and GPD Tail Extreme Value Mixture Model

gammagpdcon: Gamma Bulk and GPD Tail Extreme Value Mixture Model with...

gkg: Kernel Density Estimate and GPD Both Upper and Lower Tails...

gkgcon: Kernel Density Estimate and GPD Both Upper and Lower Tails...

gng: Normal Bulk with GPD Upper and Lower Tails Extreme Value...

gngcon: Normal Bulk with GPD Upper and Lower Tails Extreme Value...

gpd: Generalised Pareto Distribution (GPD)

hillplot: Hill Plot

hpd: Hybrid Pareto Extreme Value Mixture Model

hpdcon: Hybrid Pareto Extreme Value Mixture Model with Single...

internal: Internal Functions

itmgng: Normal Bulk with GPD Upper and Lower Tails Interval...

itmnormgpd: Normal Bulk and GPD Tail Interval Transition Mixture Model

itmweibullgpd: Weibull Bulk and GPD Tail Interval Transition Mixture Model

kden: Kernel Density Estimation, With Variety of Kernels

kdengpd: Kernel Density Estimate and GPD Tail Extreme Value Mixture...

kdengpdcon: Kernel Density Estimate and GPD Tail Extreme Value Mixture...

kernels: Kernel functions

kfun: Various subsidiary kernel function, conversion of bandwidths...

lognormgpd: Log-Normal Bulk and GPD Tail Extreme Value Mixture Model

lognormgpdcon: Log-Normal Bulk and GPD Tail Extreme Value Mixture Model with...

mgamma: Mixture of Gammas Distribution

mgammagpd: Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture...

mgammagpdcon: Mixture of Gammas Bulk and GPD Tail Extreme Value Mixture...

mrlplot: Mean Residual Life Plot

normgpd: Normal Bulk and GPD Tail Extreme Value Mixture Model

normgpdcon: Normal Bulk and GPD Tail Extreme Value Mixture Model with...

pickandsplot: Pickands Plot

psden: P-Splines probability density function

psdengpd: P-Splines Density Estimate and GPD Tail Extreme Value Mixture...

tcplot: Parameter Threshold Stability Plots

weibullgpd: Weibull Bulk and GPD Tail Extreme Value Mixture Model

weibullgpdcon: Weibull Bulk and GPD Tail Extreme Value Mixture Model with...

Functions

bckden Man page
bckdengpd Man page
bckdengpdcon Man page
bckdenxbeta1 Man page
bckdenxbeta2 Man page
bckdenxcopula Man page
bckdenxcutnorm Man page
bckdenxgamma1 Man page
bckdenxgamma2 Man page
bckdenxreflect Man page
bckdenxrenorm Man page
bckdenxsimple Man page
betagpd Man page
betagpdcon Man page
check.bcmethod Man page
check.control Man page
check.design.knots Man page
checking Man page
check.inputn Man page
check.kbw Man page
check.kernel Man page
check.kinputs Man page
check.logic Man page
check.n Man page
check.nn Man page
check.nparam Man page
check.offset Man page
check.optim Man page
check.param Man page
check.phiu Man page
check.posparam Man page
check.prob Man page
check.quant Man page
check.text Man page
cvpsden Man page
dbckden Man page
dbckdengpd Man page
dbckdengpdcon Man page
dbetagpd Man page
dbetagpdcon Man page
ddwm Man page
densplot Man page
dgammagpd Man page
dgammagpdcon Man page
dgkg Man page
dgkgcon Man page
dgng Man page
dgngcon Man page
dgpd Man page
dhpd Man page
dhpdcon Man page
ditmgng Man page
ditmnormgpd Man page
ditmweibullgpd Man page
dkden Man page
dkdengpd Man page
dkdengpdcon Man page
dlognormgpd Man page
dlognormgpdcon Man page
dmgamma Man page
dmgammagpd Man page
dmgammagpdcon Man page
dnormgpd Man page
dnormgpdcon Man page
dpsden Man page
dpsdengpd Man page
dweibullgpd Man page
dweibullgpdcon Man page
dwm Man page
evmix Man page
evmix.diag Man page
evmix-package Man page
fbckden Man page
fbckdengpd Man page
fbckdengpdcon Man page
fbetagpd Man page
fbetagpdcon Man page
fdwm Man page
fgammagpd Man page
fgammagpdcon Man page
fgkg Man page
fgkgcon Man page
fgng Man page
fgngcon Man page
fgpd Man page
fhpd Man page
fhpdcon Man page
fitmgng Man page
fitmnormgpd Man page
fitmweibullgpd Man page
fkden Man page
fkdengpd Man page
fkdengpdcon Man page
flognormgpd Man page
flognormgpdcon Man page
fmgamma Man page
fmgammagpd Man page
fmgammagpdcon Man page
fnormgpd Man page
fnormgpdcon Man page
fpsden Man page
fpsdengpd Man page
fweibullgpd Man page
fweibullgpdcon Man page
gammagpd Man page
gammagpdcon Man page
gkg Man page
gkgcon Man page
gng Man page
gngcon Man page
gpd Man page
hillplot Man page
hpd Man page
hpdcon Man page
internal Man page
itmgng Man page
itmnormgpd Man page
itmweibullgpd Man page
iwlspsden Man page
ka0 Man page
ka1 Man page
ka2 Man page
kbw Man page
kdbiweight Man page
kdcosine Man page
kden Man page
kdengpd Man page
kdengpdcon Man page
kdenx Man page
kdepanechnikov Man page
kdgaussian Man page
kdoptcosine Man page
kdparzen Man page
kdtriangular Man page
kdtricube Man page
kdtriweight Man page
kduniform Man page
kdz Man page
kernels Man page
kfun Man page
klambda Man page
kpbiweight Man page
kpcosine Man page
kpepanechnikov Man page
kpgaussian Man page
kpoptcosine Man page
kpparzen Man page
kptriangular Man page
kptricube Man page
kptriweight Man page
kpuniform Man page
kpz Man page
lbckden Man page
lbckdengpd Man page
lbckdengpdcon Man page
lbetagpd Man page
lbetagpdcon Man page
ldwm Man page
lgammagpd Man page
lgammagpdcon Man page
lgkg Man page
lgkgcon Man page
lgng Man page
lgngcon Man page
lgpd Man page
lhpd Man page
lhpdcon Man page
litmgng Man page
litmnormgpd Man page
litmweibullgpd Man page
lkden Man page
lkdengpd Man page
lkdengpdcon Man page
llognormgpd Man page
llognormgpdcon Man page
lmgamma Man page
lmgammagpd Man page
lmgammagpdcon Man page
lnormgpd Man page
lnormgpdcon Man page
lognormgpd Man page
lognormgpdcon Man page
lpsden Man page
lpsdengpd Man page
lweibullgpd Man page
lweibullgpdcon Man page
mgamma Man page
mgammagpd Man page
mgammagpdcon Man page
mrlplot Man page
nlbckden Man page
nlbckdengpd Man page
nlbckdengpdcon Man page
nlbetagpd Man page
nlbetagpdcon Man page
nldwm Man page
nlEMmgamma Man page
nlEMmgammagpd Man page
nlEMmgammagpdcon Man page
nleuitmgng Man page
nleuitmnormgpd Man page
nleuitmweibullgpd Man page
nlgammagpd Man page
nlgammagpdcon Man page
nlgkg Man page
nlgkgcon Man page
nlgng Man page
nlgngcon Man page
nlgpd Man page
nlhpd Man page
nlhpdcon Man page
nlitmgng Man page
nlitmnormgpd Man page
nlitmweibullgpd Man page
nlkden Man page
nlkdengpd Man page
nlkdengpdcon Man page
nllognormgpd Man page
nllognormgpdcon Man page
nlmgamma Man page
nlmgammagpd Man page
nlmgammagpdcon Man page
nlnormgpd Man page
nlnormgpdcon Man page
nlpsden Man page
nlpsdengpd Man page
nlubckdengpd Man page
nlubckdengpdcon Man page
nlubetagpd Man page
nlubetagpdcon Man page
nluEMmgammagpd Man page
nluEMmgammagpdcon Man page
nlugammagpd Man page
nlugammagpdcon Man page
nlugkg Man page
nlugkgcon Man page
nlugng Man page
nlugngcon Man page
nluhpdcon Man page
nluitmgng Man page
nluitmnormgpd Man page
nluitmweibullgpd Man page
nlukdengpd Man page
nlukdengpdcon Man page
nlulognormgpd Man page
nlulognormgpdcon Man page
nlumgammagpd Man page
nlumgammagpdcon Man page
nlunormgpd Man page
nlunormgpdcon Man page
nlupsdengpd Man page
nluweibullgpd Man page
nluweibullgpdcon Man page
nlweibullgpd Man page
nlweibullgpdcon Man page
normgpd Man page
normgpdcon Man page
pbckden Man page
pbckdengpd Man page
pbckdengpdcon Man page
pbckdenxbeta1 Man page
pbckdenxbeta2 Man page
pbckdenxcopula Man page
pbckdenxcutnorm Man page
pbckdenxgamma1 Man page
pbckdenxgamma2 Man page
pbckdenxlog Man page
pbckdenxnn Man page
pbckdenxreflect Man page
pbckdenxrenorm Man page
pbckdenxsimple Man page
pbetagpd Man page
pbetagpdcon Man page
pdwm Man page
pgammagpd Man page
pgammagpdcon Man page
pgkg Man page
pgkgcon Man page
pgng Man page
pgngcon Man page
pgpd Man page
phpd Man page
phpdcon Man page
pickandsplot Man page
pitmgng Man page
pitmnormgpd Man page
pitmweibullgpd Man page
pkden Man page
pkdengpd Man page
pkdengpdcon Man page
pkdenx Man page
plognormgpd Man page
plognormgpdcon Man page
pmgamma Man page
pmgammagpd Man page
pmgammagpdcon Man page
pnormgpd Man page
pnormgpdcon Man page
pplot Man page
ppsden Man page
ppsdengpd Man page
profleuitmgng Man page
profleuitmnormgpd Man page
profleuitmweibullgpd Man page
proflubckdengpd Man page
proflubckdengpdcon Man page
proflubetagpd Man page
proflubetagpdcon Man page
proflugammagpd Man page
proflugammagpdcon Man page
proflugkg Man page
proflugkgcon Man page
proflugng Man page
proflugngcon Man page
profluhpdcon Man page
profluitmgng Man page
profluitmnormgpd Man page
profluitmweibullgpd Man page
proflukdengpd Man page
proflukdengpdcon Man page
proflulognormgpd Man page
proflulognormgpdcon Man page
proflumgammagpd Man page
proflumgammagpdcon Man page
proflunormgpd Man page
proflunormgpdcon Man page
proflupsdengpd Man page
profluweibullgpd Man page
profluweibullgpdcon Man page
pscounts Man page
psden Man page
psdengpd Man page
pweibullgpd Man page
pweibullgpdcon Man page
pxb Man page
qbckden Man page
qbckdengpd Man page
qbckdengpdcon Man page
qbetagpd Man page
qbetagpdcon Man page
qdwm Man page
qgammagpd Man page
qgammagpdcon Man page
qgbgmix Man page
qgbgmixprime Man page
qgkg Man page
qgkgcon Man page
qgng Man page
qgngcon Man page
qgpd Man page
qhpd Man page
qhpdcon Man page
qitmgng Man page
qitmnormgpd Man page
qitmweibullgpd Man page
qkden Man page
qkdengpd Man page
qkdengpdcon Man page
qlognormgpd Man page
qlognormgpdcon Man page
qmgamma Man page
qmgammagpd Man page
qmgammagpdcon Man page
qmix Man page
qmixprime Man page
qnormgpd Man page
qnormgpdcon Man page
qplot Man page
qpsden Man page
qpsdengpd Man page
qweibullgpd Man page
qweibullgpdcon Man page
rbckden Man page
rbckdengpd Man page
rbckdengpdcon Man page
rbetagpd Man page
rbetagpdcon Man page
rdwm Man page
rgammagpd Man page
rgammagpdcon Man page
rgkg Man page
rgkgcon Man page
rgng Man page
rgngcon Man page
rgpd Man page
rhpd Man page
rhpdcon Man page
ritmgng Man page
ritmnormgpd Man page
ritmweibullgpd Man page
rkden Man page
rkdengpd Man page
rkdengpdcon Man page
rlognormgpd Man page
rlognormgpdcon Man page
rlplot Man page
rmgamma Man page
rmgammagpd Man page
rmgammagpdcon Man page
rnormgpd Man page
rnormgpdcon Man page
rpsden Man page
rpsdengpd Man page
rweibullgpd Man page
rweibullgpdcon Man page
tcplot Man page
tscaleplot Man page
tshapeplot Man page
weibullgpd Man page
weibullgpdcon Man page

Files

evmix
evmix/inst
evmix/inst/CITATION
evmix/inst/doc
evmix/inst/doc/UserGuide.pdf
evmix/inst/doc/HuScarrott_Submitted_compressed.pdf
evmix/inst/doc/Rd2.pdf
evmix/inst/doc/evmix_supplementary.pdf
evmix/NAMESPACE
evmix/R
evmix/R/fitmgng.r
evmix/R/dnormgpdcon.r
evmix/R/fmgammagpdcon.r
evmix/R/fnormgpd.r
evmix/R/dbckden.r
evmix/R/fweibullgpd.r
evmix/R/fbckdengpd.r
evmix/R/dbetagpd.r
evmix/R/fweibullgpdcon.r
evmix/R/fmgammagpd.r
evmix/R/dkdengpdcon.r
evmix/R/fpsdengpd.r
evmix/R/fgng.r
evmix/R/evmix-package.r
evmix/R/dmgammagpdcon.r
evmix/R/dweibullgpdcon.r
evmix/R/fhpd.r
evmix/R/fbckden.r
evmix/R/dkden.r
evmix/R/dweibullgpd.r
evmix/R/dlognormgpd.r
evmix/R/fhpdcon.r
evmix/R/hillplot.r
evmix/R/dbetagpdcon.r
evmix/R/fmgamma.r
evmix/R/dbckdengpdcon.r
evmix/R/dgammagpd.r
evmix/R/dpsden.r
evmix/R/fpsden.r
evmix/R/fitmweibullgpd.r
evmix/R/ditmnormgpd.r
evmix/R/fdwm.r
evmix/R/fitmnormgpd.r
evmix/R/dnormgpd.r
evmix/R/fgkg.r
evmix/R/fbetagpdcon.r
evmix/R/ditmweibullgpd.r
evmix/R/fbckdengpdcon.r
evmix/R/fkdengpd.r
evmix/R/dlognormgpdcon.r
evmix/R/dbckdengpd.r
evmix/R/dmgammagpd.r
evmix/R/dgngcon.r
evmix/R/flognormgpdcon.r
evmix/R/kernels.r
evmix/R/fnormgpdcon.r
evmix/R/dpsdengpd.r
evmix/R/evmixdiag.r
evmix/R/fgammagpdcon.r
evmix/R/tcplot.r
evmix/R/fgpd.r
evmix/R/dgkg.r
evmix/R/dhpd.r
evmix/R/dgpd.r
evmix/R/dkdengpd.r
evmix/R/dmgamma.r
evmix/R/pickandsplot.r
evmix/R/fbetagpd.r
evmix/R/dgammagpdcon.r
evmix/R/kfun.r
evmix/R/dgkgcon.r
evmix/R/fgkgcon.r
evmix/R/undocumented.r
evmix/R/dgng.r
evmix/R/ddwm.r
evmix/R/fkden.r
evmix/R/fkdengpdcon.r
evmix/R/checking.r
evmix/R/dhpdcon.r
evmix/R/ditmgng.r
evmix/R/flognormgpd.r
evmix/R/mrlplot.r
evmix/R/fgammagpd.r
evmix/R/fgngcon.r
evmix/MD5
evmix/DESCRIPTION
evmix/man
evmix/man/kernels.Rd evmix/man/kdengpdcon.Rd evmix/man/fbetagpd.Rd evmix/man/fgammagpd.Rd evmix/man/fpsden.Rd evmix/man/kdengpd.Rd evmix/man/mgammagpd.Rd evmix/man/itmgng.Rd evmix/man/fitmnormgpd.Rd evmix/man/evmix.diag.Rd evmix/man/fweibullgpdcon.Rd evmix/man/normgpd.Rd evmix/man/internal.Rd evmix/man/fpsdengpd.Rd evmix/man/fbckden.Rd evmix/man/lognormgpd.Rd evmix/man/hpdcon.Rd evmix/man/fmgamma.Rd evmix/man/mgamma.Rd evmix/man/fhpdcon.Rd evmix/man/fkden.Rd evmix/man/hillplot.Rd evmix/man/bckdengpd.Rd evmix/man/gkgcon.Rd evmix/man/weibullgpdcon.Rd evmix/man/gammagpd.Rd evmix/man/fmgammagpd.Rd evmix/man/kfun.Rd evmix/man/mrlplot.Rd evmix/man/fgammagpdcon.Rd evmix/man/bckden.Rd evmix/man/gpd.Rd evmix/man/bckdengpdcon.Rd evmix/man/evmix-package.Rd evmix/man/flognormgpd.Rd evmix/man/gkg.Rd evmix/man/fgng.Rd evmix/man/fitmweibullgpd.Rd evmix/man/fnormgpdcon.Rd evmix/man/fgkg.Rd evmix/man/itmnormgpd.Rd evmix/man/lognormgpdcon.Rd evmix/man/pickandsplot.Rd evmix/man/mgammagpdcon.Rd evmix/man/psden.Rd evmix/man/checking.Rd evmix/man/fhpd.Rd evmix/man/itmweibullgpd.Rd evmix/man/fbetagpdcon.Rd evmix/man/tcplot.Rd evmix/man/fmgammagpdcon.Rd evmix/man/gng.Rd evmix/man/fbckdengpd.Rd evmix/man/fkdengpd.Rd evmix/man/flognormgpdcon.Rd evmix/man/fbckdengpdcon.Rd evmix/man/kden.Rd evmix/man/fweibullgpd.Rd evmix/man/psdengpd.Rd evmix/man/fkdengpdcon.Rd evmix/man/betagpdcon.Rd evmix/man/gngcon.Rd evmix/man/normgpdcon.Rd evmix/man/betagpd.Rd evmix/man/fitmgng.Rd evmix/man/fdwm.Rd evmix/man/dwm.Rd evmix/man/fgkgcon.Rd evmix/man/fgpd.Rd evmix/man/fgngcon.Rd evmix/man/hpd.Rd evmix/man/gammagpdcon.Rd evmix/man/weibullgpd.Rd evmix/man/fnormgpd.Rd

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