Man pages for mev
Multivariate Extreme Value Distributions

angextrapoBivariate angular function for extrapolation based on rays
angmeasRank-based transformation to angular measure
angmeasdirDirichlet mixture model for the spectral density
chibarParametric estimates of \bar{chi}
confint.extprofConfidence intervals for profile likelihood objects
confint.frConfidence intervals for profile likelihood derived from TEM
egpExtended generalised Pareto families
egp2Extended generalised Pareto families of Naveau et al. (2016)
egp2.fitFit an extended generalized Pareto distribution of Naveau et...
egp2-functionsEGP functions
egp2.GCarrier distribution for the extended GP distributions of...
egp.fitFit of extended GP models and parameter stability plots
egp-functionExtended generalised Pareto families of Papastathopoulos and...
emplikSelf-concordant empirical likelihood for a vector mean
ext.indexExtremal index estimators based on interexceedance time and...
gevGeneralized extreme value distribution
gev.abiasAsymptotic bias of block maxima for fixed sample sizes
gev.bcorBias correction for GEV distribution using Firth's modified...
gev.biasCox-Snell first order bias expression for the GEV...
gev.FscoreFirth's modified score equation for the generalized extreme...
gev.infomatInformation matrix for the generalized extreme value...
gev.lllog likelihood for the generalized extreme value distribution
gev.mleGeneralized extreme value maximum likelihood estimates for...
gevNGeneralized extreme value distribution (quantile/mean of...
gevN.infomatInformation matrix of the generalized extreme value...
gevN.llNegative log likelihood of the generalized extreme value...
gevN.meanThis function returns the mean of N observations from the...
gevN.scoreScore of the generalized extreme value distribution...
gevN.temstatTangent exponential model statistics for the generalized...
gev.NyrN-year return levels, median and mean estimate
gev.pllModified profile likelihood for the generalized extreme value...
gevrGeneralized extreme value distribution (return level...
gev.retlevReturn level for the generalized extreme value distribution
gevr.infomatObserved information matrix for GEV distribution (return...
gevr.llNegative log likelihood of the generalized extreme value...
gevr.scoreScore of the log likelihood for the GEV distribution (return...
gevr.temstatTangent exponential model statistics for the GEV distribution...
gev.scoreScore vector for the generalized extreme value distribution
gev.temTangent exponential model approximation for the GEV...
gev.temstatTangent exponential model statistics for the generalized...
gpdGeneralized Pareto distribution
gpd.abiasAsymptotic bias of threshold exceedances for k order...
gpd.bcorBias correction for GP distribution using Firth's modified...
gpd.biasCox-Snell first order bias expression for the generalized...
gpdeGeneralized Pareto distribution (expected shortfall...
gpde.infomatObserved information matrix for the GP distribution (expected...
gpde.llNegative log likelihood of the generalized Pareto...
gpde.scoreScore vector for the GP distribution (expected shortfall)
gpde.temstatTangent exponential model statistics for the generalized...
gpd.FscoreFirth's modified score equation for the generalized Pareto...
gpd.infomatInformation matrix for the generalized Pareto distribution
gpd.lllog likelihood for the generalized Pareto distribution
gpd.mleGeneralized Pareto maximum likelihood estimates for various...
gpdNGeneralized Pareto distribution (mean of maximum of N...
gpdN.infomatInformation matrix of the generalized Pareto distribution...
gpdN.llNegative log likelihood of the generalized Pareto...
gpdN.meanThis function returns the mean of N maxima from the GP.
gpdN.quantThis function returns the qth percentile of N maxima from the...
gpdN.scoreScore vector of the generalized Pareto distribution (mean of...
gpdN.temstatTangent exponential model statistics for the generalized...
gpd.pllModified profile likelihood for the generalized Pareto...
gpdrGeneralized Pareto distribution (return level...
gpdr.infomatObserved information matrix for GP distribution (return...
gpdr.llNegative log likelihood of the generalized Pareto...
gpdr.scoreScore of the profile log likelihood for the GP distribution...
gpdr.temstatTangent exponential model statistics for the generalized...
gpd.scoreScore vector for the generalized Pareto distribution
gpd.temTangent exponential model approximation for the GP...
gpd.temstatTangent exponential model statistics for the generalized...
gp.fitPeaks-over-threshold modelling using the generalized Pareto...
ibvpotInterpret bivariate threshold exceedance models
infomat.testInformation matrix test statistic and MLE for the extremal...
lambdadepEstimation of the bivariate lambda function of Wadsworth and...
mev-packageMultivariate Extreme Value Distributions
mvrnormMultivariate Normal distribution sampler
NC.diagScore and likelihood ratio tests fit of equality of shape...
plot.extprofPlot of (modified) profile likelihood
plot.frPlot of tangent exponential model profile likelihood
rdirRandom variate generation for Dirichlet distribution on Sd
rmevExact simulations of multivariate extreme value distributions
rmevspecRandom samples from spectral distributions of multivariate...
rparpSimulation from R-Pareto processes
smith.penultSmith (1987) penultimate approximations
smith.penult.fnSmith (1987) third penultimate approximation
spline.corrSpline correction for Fraser-Reid approximations
W.diagWadsworth's univariate and bivariate exponential threshold...
mev documentation built on Feb. 23, 2018, 1 a.m.