ismev: An Introduction to Statistical Modeling of Extreme Values

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Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Author
Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.
Date of publication
2016-04-28 00:16:22
Maintainer
Eric Gilleland <ericg@ucar.edu>
License
GPL (>= 2)
Version
1.41
URLs

View on CRAN

Man pages

dowjones
Daily Closing Prices of The Dow Jones Index
engine
Engine Failure Time Data
euroex
UK/Euro Exchange Rates
exchange
UK/US and UK/Canada Exchange Rates
fremantle
Annual Maximum Sea Levels at Fremantle, Western Australia
game
Smooth Parameter Estimation and Bootstrapping of Generalized...
gev.diag
Diagnostic Plots for GEV Models
gev.fit
Maximum-likelihood Fitting of the GEV Distribution
gev.prof
Profile Log-likelihoods for Stationary GEV Models
glass
Breaking Strengths of Glass Fibres
gpd.diag
Diagnostic Plots for GPD Models
gpd.fit
Maximum-likelihood Fitting for the GPD Model
gpd.fitrange
Fitting the GPD Model Over a Range of Thresholds
gpd.prof
Profile Log-likelihoods for Stationary GPD Models
gum.diag
Diagnostic Plots for Gumbel Models
gum.fit
Maximum-likelihood Fitting of the Gumbel Distribution
ismev
ismev - an Introduction to Statistical Modeling of Extreme...
ismev-internal
Internal Functions
mrl.plot
Mean Residual Life Plot
portpirie
Annual Maximum Sea Levels at Port Pirie, South Australia
pp.diag
Diagnostic Plots for Point Process Models
pp.fit
Maximum-likelihood Fitting for the Point Process Model
pp.fitrange
Fitting the Point Process Model Over a Range of Thresholds
rain
Daily Rainfall Accumulations in South-West England
rlarg.diag
Diagnostic Plots for Order Statistics Models
rlarg.fit
Maximum-likelihood Fitting of Order Statistics Model
venice
Venice Sea Levels
wavesurge
Wave and Surge Heights in South-West England
wind
Annual Maximum Wind Speeds at Albany and Hartford
wooster
Minimum Temperatures at Wooster, Ohio

Files in this package

ismev
ismev/inst
ismev/inst/README
ismev/inst/RCHANGES
ismev/inst/CHANGES
ismev/NAMESPACE
ismev/demo
ismev/demo/order.stats.R
ismev/demo/game-demo.R
ismev/demo/sealevel.max.R
ismev/demo/rain.excess.R
ismev/demo/00Index
ismev/demo/wooster.temps.R
ismev/demo/exchange.rate.R
ismev/data
ismev/data/exchange.rda
ismev/data/rain.rda
ismev/data/euroex.rda
ismev/data/wind.rda
ismev/data/venice.rda
ismev/data/engine.rda
ismev/data/portpirie.rda
ismev/data/datalist
ismev/data/wooster.rda
ismev/data/glass.rda
ismev/data/fremantle.rda
ismev/data/wavesurge.rda
ismev/data/dowjones.rda
ismev/R
ismev/R/gum.R
ismev/R/rlarg.R
ismev/R/miscell.R
ismev/R/gpd.R
ismev/R/game.R
ismev/R/pp.R
ismev/R/gev.R
ismev/MD5
ismev/DESCRIPTION
ismev/man
ismev/man/mrl.plot.Rd
ismev/man/gpd.fit.Rd
ismev/man/ismev.Rd
ismev/man/gum.diag.Rd
ismev/man/gum.fit.Rd
ismev/man/pp.diag.Rd
ismev/man/wooster.Rd
ismev/man/gpd.prof.Rd
ismev/man/rain.Rd
ismev/man/euroex.Rd
ismev/man/portpirie.Rd
ismev/man/game.Rd
ismev/man/gpd.fitrange.Rd
ismev/man/fremantle.Rd
ismev/man/ismev-internal.Rd
ismev/man/pp.fitrange.Rd
ismev/man/gev.fit.Rd
ismev/man/gpd.diag.Rd
ismev/man/rlarg.fit.Rd
ismev/man/dowjones.Rd
ismev/man/gev.diag.Rd
ismev/man/rlarg.diag.Rd
ismev/man/gev.prof.Rd
ismev/man/venice.Rd
ismev/man/wavesurge.Rd
ismev/man/exchange.Rd
ismev/man/pp.fit.Rd
ismev/man/engine.Rd
ismev/man/glass.Rd
ismev/man/wind.Rd
ismev/INDEX