Man pages for mev
Modelling of Extreme Values

abiskoAbisko rainfall
angextrapoBivariate angular function for extrapolation based on rays
angmeasRank-based transformation to angular measure
angmeasdirDirichlet mixture model for the spectral density
automrlAutomated mean residual life plots
chibarParametric estimates of chi bar
clikmgpCensored likelihood for multivariate generalized Pareto...
confint.eprofConfidence intervals for profile likelihood objects
cvselectThreshold selection via coefficient of variation
distgDistance matrix with geometric anisotropy
dot-C1Contrast matrix
dot-exp_info_algebraicAlgebraic calculation of the expected information
dot-fit.gpd.grimshawGP fitting function of Grimshaw (1993)
dot-fit.gpd.robRobust threshold selection of Dupuis
dot-gev.postpredPosterior predictive distribution and density for the GEV...
dot-is.CNSDIs the matrix conditionally negative semi-definite? Function...
dot-Joint_MLE_ExplJoint maximum likelihood estimation for exponential model
dot-Joint_MLE_NHPPJoint maximum likelihood for the non-homogeneous Poisson...
dot-mvasym.checkInternal function
dot-mvrnorm_armaMultivariate Normal distribution sampler (Rcpp version),...
dot-rbilogspecGenerates from Qi, the spectral measure of the bilogistic...
dot-rbrspecGenerates from Qi, the spectral measure of the Brown-Resnick...
dot-rdirmixspecGenerates from Qi, the spectral measure of the Dirichlet...
dot-rdirspecGenerates from Qi, the spectral measure of the extremal...
dot-rexstudspecGenerates from Qi, the spectral measure of the extremal...
dot-rhrspecGenerates from Qi, the spectral measure of the Husler-Reiss...
dot-rlogspecGenerates from Qi, the spectral measure of the logistic model
dot-rmevA1Multivariate extreme value distribution sampling algorithm...
dot-rmevA2Multivariate extreme value distribution sampling algorithm...
dot-rmevasyRandom samples from asymmetric logistic distribution
dot-rmevspec_cppRandom sampling from spectral distribution on l1 sphere
dot-rneglogspecGenerates from Qi, the spectral measure of the negative...
dot-rpairbetaspecGenerates from Qi, the spectral measure of the pairwise Beta...
dot-rpairexpspecGenerates from Qi, the spectral measure of the pairwise...
dot-rPbilogGenerate from bilogistic Y \sim {P_x}, where P_{x} is the...
dot-rPBrownResnickGenerate from Brown-Resnick process Y \sim {P_x}, where P_{x}...
dot-rPdirGenerate from extremal Dirichlet Y \sim {P_x}, where P_{x} is...
dot-rPdirmixGenerate from extremal Dirichlet Y \sim {P_x}, where P_{x} is...
dot-rPexstudGenerate from extremal Student-t Y \sim {P_x}, where P_{x} is...
dot-rPHuslerReissGenerate from extremal Husler-Reiss distribution Y \sim...
dot-rPlogGenerate from logistic Y \sim {P_x}, where P_{x} is...
dot-rPneglogGenerate from negative logistic Y \sim {P_x}, where P_{x} is...
dot-rPsiteSamples from exceedances at site (scaled extremal function...
dot-rPSmithGenerate from Smith model (moving maxima) Y \sim {P_x}, where...
dot-rsmithspecGenerates from Qi, the spectral measure of the Smith model...
dot-rwdirbsspecGenerates from Qi, the spectral measure of the weighted...
dot-rwexpbsspecGenerates from Qi, the spectral measure of the weighted...
dot-score_algebraicAlgebraic score
dot-wecdfWeighted empirical distribution function
egpExtended generalised Pareto families
egp2.fitFit an extended generalized Pareto distribution of Naveau et...
egp.fitFit of extended GP models and parameter stability plots
egp.fitrangeDeprecated function for parameter stability plots
egp-functionExtended generalised Pareto families of Papastathopoulos and...
emplikSelf-concordant empirical likelihood for a vector mean
eskrainEskdalemuir Observatory Daily Rainfall
expmeExponent measure for multivariate generalized Pareto...
extcoefEstimators of the extremal coefficient
extgpExtended generalised Pareto families of Naveau et al. (2016)
extgp-functionsExtended GP functions
extgp.GCarrier distribution for the extended GP distributions of...
ext.indexExtremal index estimators based on interexceedance time and...
extremoPairwise extremogram for max-risk functional
fit.egpParameter stability plot and maximum likelihood routine for...
fit.extgpFit an extended generalized Pareto distribution of Naveau et...
fit.gevMaximum likelihood estimation for the generalized extreme...
fit.gpdMaximum likelihood estimation for the generalized Pareto...
fit.ppMaximum likelihood estimation of the point process of...
fit.rlargMaximum likelihood estimates of point process for the...
geomagneticMagnetic storms
gevGeneralized extreme value distribution
gev.abiasAsymptotic bias of block maxima for fixed sample sizes
gev.bcorBias correction for GEV distribution
gev.biasCox-Snell first order bias for the GEV distribution
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.pllProfile log-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
gpd.biasCox-Snell first order bias expression for the generalized...
gpd.bootBootstrap approximation for generalized Pareto parameters
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.pllProfile log-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...
gpdtoparTransformation from the generalized Pareto to unit Pareto
gp.fitMaximum likelihood estimate of generalized Pareto applied to...
ibvpotInterpret bivariate threshold exceedance models
infomat.testInformation matrix test statistic and MLE for the extremal...
intensBRIntensity function for the Brown-Resnick model
intensXstudIntensity function for the extremal Student model
jacJacobian of the transformation from generalized Pareto to...
Lambda2covTransform variogram matrix to covariance of conditional...
lambdadepEstimation of the bivariate lambda function of Wadsworth and...
likmgpLikelihood for multivariate generalized Pareto distribution
maiquetiaMaiquetia Daily Rainfall
maxstabtestP-P plot for testing max stability
mvrnormMultivariate Normal distribution sampler
NC.diagScore and likelihood ratio tests fit of equality of shape...
niddRiver Nidd Flow
plot.eprofPlot of (modified) profile likelihood
plot.frPlot of tangent exponential model profile likelihood
powerexp.corPower exponential correlation model
power.varioPower variogram model
ppPoisson process of extremes.
pp.infomatInformation matrix for the Poisson process likelihood
pp.llLog-likelihood of Poisson process of threshold exceedances
pp.scoreScore vector for the Poisson process of threshold exceedances...
rdirRandom variate generation for Dirichlet distribution on Sd
rgparpSimulation from generalized R-Pareto processes
rlargDistribution of the r-largest observations
rlarg.infomatInformation matrix for the r-largest observations.
rlarg.llLog-likelihood of the point process of r-largest observations
rlarg.scoreScore of the r-largest observations
rmevExact simulations of multivariate extreme value distributions
rmevspecRandom samples from spectral distributions of multivariate...
rparpSimulation from R-Pareto processes
rparpcsSimulation from Pareto processes (max) using composition...
rparpcshrSimulation of generalized Huesler-Reiss Pareto vectors via...
rrlargSimulate r-largest observations from point process of...
schlather.varioVariogram model of Schlather and Moreva
smith.penultSmith's penultimate approximations
smith.penult.fnSmith's third penultimate approximation
spline.corrSpline correction for Fraser-Reid approximations
spunifSemi-parametric marginal transformation to uniform
taildepCoefficient of tail correlation and tail dependence
tem.corrBridging the singularity for higher order asymptotics
tstab.gpdParameter stability plots for peaks-over-threshold
veniceVenice Sea Levels
vmetric.diagMetric-based threshold selection
w1500mBest 200 times of Women 1500m Track
W.diagWadsworth's univariate and bivariate exponential threshold...
xasymCoefficient of extremal asymmetry
mev documentation built on April 26, 2022, 1:07 a.m.