extRemes: Extreme Value Analysis

Functions for performing extreme value analysis.

Install the latest version of this package by entering the following in R:
AuthorEric Gilleland
Date of publication2016-08-30 01:46:25
MaintainerEric Gilleland <ericg@ucar.edu>
LicenseGPL (>= 2)

View on CRAN

Man pages

abba: Implementation of Stephenson-Shaby-Reich-Sullivan

atdf: Auto-Tail Dependence Function

BayesFactor: Estimate Bayes Factor

blockmaxxer: Find Block Maxima

CarcasonneHeat: European Climate Assessment and Dataset

ci.fevd: Confidence Intervals

ci.rl.ns.fevd.bayesian: Confidence/Credible Intervals for Effective Return Levels

damage: Hurricane Damage Data

datagrabber: Get Original Data from an R Object

decluster: Decluster Data Above a Threshold

Denmint: Denver Minimum Temperature

Denversp: Denver July hourly precipitation amount.

devd: Extreme Value Distributions

distill.fevd: Distill Parameter Information

erlevd: Effective Return Levels

extremalindex: Extemal Index

extRemes-internal: extRemes Internal and Secondary Functions

extRemes-package: extRemes - Weather and Climate Applications of Extreme Value...

FCwx: Fort Collins, Colorado Weather Data

fevd: Fit An Extreme Value Distribution (EVD) to Data

findAllMCMCpars: Manipulate MCMC Output from fevd Objects

findpars: Get EVD Parameters

Flood: United States Total Economic Damage Resulting from Floods

Fort: Daily precipitation amounts in Fort Collins, Colorado.

fpois: Fit Homogeneous Poisson to Data and Test Equality of Mean and...

ftcanmax: Annual Maximum Precipitation: Fort Collins, Colorado

HEAT: Summer Maximum and Minimum Temperature: Phoenix, Arizona

hwmi: Heat Wave Magnitude Index

hwmid: Heat Wave Magnitude Index

is.fixedfevd: Stationary Fitted Model Check

levd: Extreme Value Likelihood

lr.test: Likelihood-Ratio Test

make.qcov: Covariate Matrix for Non-Stationary EVD Projections

mrlplot: Mean Residual Life Plot

Ozone4H: Ground-Level Ozone Order Statistics.

parcov.fevd: EVD Parameter Covariance

Peak: Salt River Peak Stream Flow

pextRemes: Probabilities and Random Draws from Fitted EVDs

PORTw: Annual Maximum and Minimum Temperature

postmode: Posterior Mode from an MCMC Sample

Potomac: Potomac River Peak Stream Flow Data.

profliker: Profile Likelihood Function

qqnorm: Normal qq-plot with 95 Percent Simultaneous Confidence Bands

qqplot: qq-plot Between Two Vectors of Data with 95 Percent...

return.level: Return Level Estimates

revtrans.evd: Reverse Transformation

rlevd: Return Levels for Extreme Value Distributions

Rsum: Hurricane Frequency Dataset.

shiftplot: Shift Plot Between Two Sets of Data

taildep: Tail Dependence

taildep.test: Tail Dependence Test

threshrange.plot: Threshold Selection Through Fitting Models to a Range of...

Tphap: Daily Maximum and Minimum Temperature in Phoenix, Arizona.

trans: Transform Data


abba Man page
abba_latent Man page
atdf Man page
BayesFactor Man page
blockmaxxer Man page
blockmaxxer.data.frame Man page
blockmaxxer.fevd Man page
blockmaxxer.matrix Man page
blockmaxxer.vector Man page
CarcasonneHeat Man page
check.constant Man page
ci.extremalindex Man page
ci.fevd Man page
ci.fevd.bayesian Man page
ci.fevd.lmoments Man page
ci.fevd.mle Man page
ci.rl.ns.fevd.bayesian Man page
ci.rl.ns.fevd.mle Man page
consecDayMax Man page
cut366thDay Man page
damage Man page
datagrabber.declustered Man page
datagrabber.extremalindex Man page
datagrabber.fevd Man page
decluster Man page
decluster.data.frame Man page
decluster.default Man page
decluster.intervals Man page
decluster.runs Man page
Denmint Man page
densplot.evd Man page
Denversp Man page
devd Man page
distill.fevd Man page
distill.fevd.bayesian Man page
distill.fevd.lmoments Man page
distill.fevd.mle Man page
eeplot Man page
erlevd Man page
extremalindex Man page
extRemes Man page
extRemes-package Man page
FCwx Man page
fevd Man page
fevdPriorDefault Man page
fevdProposalDefault Man page
findAllMCMCpars Man page
findpars Man page
findpars.fevd Man page
findpars.fevd.bayesian Man page
findpars.fevd.lmoments Man page
findpars.fevd.mle Man page
Flood Man page
Fort Man page
fpois Man page
fpois.data.frame Man page
fpois.default Man page
fpois.list Man page
fpois.matrix Man page
ftcanmax Man page
grlevd Man page
grlevdTracer Man page
HEAT Man page
histplot.evd Man page
hwmi Man page
hwmid Man page
hwmidFun Man page
hwmiFun Man page
hwyear Man page
initializer Man page
initializer.lmoments Man page
initializer.mle Man page
initializer.moms Man page
is.fixedfevd Man page
is.qcov Man page
levd Man page
lr.test Man page
make.qcov Man page
mrlplot Man page
mvThreshold Man page
oevd Man page
oevdgen Man page
oevd.profpar Man page
Ozone4H Man page
parcov.fevd Man page
Peak Man page
percentilefun Man page
pevd Man page
pextRemes Man page
pextRemes.fevd Man page
pextRemes.fevd.bayesian Man page
pextRemes.fevd.lmoments Man page
pextRemes.fevd.mle Man page
plot.atdf Man page
plot.declustered Man page
plot.ee Man page
plot.fevd Man page
plot.fevd.bayesian Man page
plot.fevd.lmoments Man page
plot.fevd.mle Man page
plot.grlevdTracer Man page
plot.qqplot Man page
PORTw Man page
postmode Man page
postmode.fevd Man page
Potomac Man page
print.declustered Man page
print.extremalindex Man page
print.fevd Man page
print.return.level Man page
probprob.plot.evd Man page
profliker Man page
qevd Man page
qqnorm Man page
qqplot Man page
quantilefun Man page
quantquant2.plot.evd Man page
quantquant.plot.evd Man page
relative.rank Man page
return.level Man page
return.level.fevd Man page
return.level.fevd.bayesian Man page
return.level.fevd.lmoments Man page
return.level.fevd.mle Man page
return.level.ns.fevd.bayesian Man page
return.level.ns.fevd.mle Man page
revd Man page
revtrans.evd Man page
rextRemes Man page
rextRemes.fevd Man page
rextRemes.fevd.bayesian Man page
rextRemes.fevd.lmoments Man page
rextRemes.fevd.mle Man page
rlevd Man page
rl.fevd Man page
rlgrad.fevd Man page
rlplot.evd Man page
Rsum Man page
SEPTsp Man page
setup.design Man page
setup.design.default Man page
setup.design.fevd Man page
shapePriorBeta Man page
shiftplot Man page
summary.fevd Man page
summary.fevd.bayesian Man page
summary.fevd.lmoments Man page
summary.fevd.mle Man page
summary.qqplot Man page
taildep Man page
taildep.test Man page
threshrange.plot Man page
Tphap Man page
trans Man page
trans.fevd Man page
will.accept Man page

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

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.