# Man pages for mevMultivariate Extreme Value Distributions

 angextrapo Bivariate angular function for extrapolation based on rays angmeas Rank-based transformation to angular measure angmeasdir Dirichlet mixture model for the spectral density chibar Parametric estimates of \bar{chi} confint.extprof Confidence intervals for profile likelihood objects confint.fr Confidence intervals for profile likelihood derived from TEM egp Extended generalised Pareto families egp2 Extended generalised Pareto families of Naveau et al. (2016) egp2.fit Fit an extended generalized Pareto distribution of Naveau et... egp2-functions EGP functions egp2.G Carrier distribution for the extended GP distributions of... egp.fit Fit of extended GP models and parameter stability plots egp-function Extended generalised Pareto families of Papastathopoulos and... emplik Self-concordant empirical likelihood for a vector mean ext.index Extremal index estimators based on interexceedance time and... gev Generalized extreme value distribution gev.abias Asymptotic bias of block maxima for fixed sample sizes gev.bcor Bias correction for GEV distribution using Firth's modified... gev.bias Cox-Snell first order bias expression for the GEV... gev.Fscore Firth's modified score equation for the generalized extreme... gev.infomat Information matrix for the generalized extreme value... gev.ll log likelihood for the generalized extreme value distribution gev.mle Generalized extreme value maximum likelihood estimates for... gevN Generalized extreme value distribution (quantile/mean of... gevN.infomat Information matrix of the generalized extreme value... gevN.ll Negative log likelihood of the generalized extreme value... gevN.mean This function returns the mean of N observations from the... gevN.score Score of the generalized extreme value distribution... gevN.temstat Tangent exponential model statistics for the generalized... gev.Nyr N-year return levels, median and mean estimate gev.pll Modified profile likelihood for the generalized extreme value... gevr Generalized extreme value distribution (return level... gev.retlev Return level for the generalized extreme value distribution gevr.infomat Observed information matrix for GEV distribution (return... gevr.ll Negative log likelihood of the generalized extreme value... gevr.score Score of the log likelihood for the GEV distribution (return... gevr.temstat Tangent exponential model statistics for the GEV distribution... gev.score Score vector for the generalized extreme value distribution gev.tem Tangent exponential model approximation for the GEV... gev.temstat Tangent exponential model statistics for the generalized... gpd Generalized Pareto distribution gpd.abias Asymptotic bias of threshold exceedances for k order... gpd.bcor Bias correction for GP distribution using Firth's modified... gpd.bias Cox-Snell first order bias expression for the generalized... gpde Generalized Pareto distribution (expected shortfall... gpde.infomat Observed information matrix for the GP distribution (expected... gpde.ll Negative log likelihood of the generalized Pareto... gpde.score Score vector for the GP distribution (expected shortfall) gpde.temstat Tangent exponential model statistics for the generalized... gpd.Fscore Firth's modified score equation for the generalized Pareto... gpd.infomat Information matrix for the generalized Pareto distribution gpd.ll log likelihood for the generalized Pareto distribution gpd.mle Generalized Pareto maximum likelihood estimates for various... gpdN Generalized Pareto distribution (mean of maximum of N... gpdN.infomat Information matrix of the generalized Pareto distribution... gpdN.ll Negative log likelihood of the generalized Pareto... gpdN.mean This function returns the mean of N maxima from the GP. gpdN.quant This function returns the qth percentile of N maxima from the... gpdN.score Score vector of the generalized Pareto distribution (mean of... gpdN.temstat Tangent exponential model statistics for the generalized... gpd.pll Modified profile likelihood for the generalized Pareto... gpdr Generalized Pareto distribution (return level... gpdr.infomat Observed information matrix for GP distribution (return... gpdr.ll Negative log likelihood of the generalized Pareto... gpdr.score Score of the profile log likelihood for the GP distribution... gpdr.temstat Tangent exponential model statistics for the generalized... gpd.score Score vector for the generalized Pareto distribution gpd.tem Tangent exponential model approximation for the GP... gpd.temstat Tangent exponential model statistics for the generalized... gp.fit Peaks-over-threshold modelling using the generalized Pareto... ibvpot Interpret bivariate threshold exceedance models infomat.test Information matrix test statistic and MLE for the extremal... lambdadep Estimation of the bivariate lambda function of Wadsworth and... mev-package Multivariate Extreme Value Distributions mvrnorm Multivariate Normal distribution sampler NC.diag Score and likelihood ratio tests fit of equality of shape... plot.extprof Plot of (modified) profile likelihood plot.fr Plot of tangent exponential model profile likelihood rdir Random variate generation for Dirichlet distribution on Sd rmev Exact simulations of multivariate extreme value distributions rmevspec Random samples from spectral distributions of multivariate... rparp Simulation from R-Pareto processes smith.penult Smith (1987) penultimate approximations smith.penult.fn Smith (1987) third penultimate approximation spline.corr Spline correction for Fraser-Reid approximations W.diag Wadsworth's univariate and bivariate exponential threshold...
mev documentation built on Feb. 23, 2018, 1 a.m.