| abisko | Abisko rainfall |
| angextrapo | Bivariate angular function for extrapolation based on rays |
| angmeas | Rank-based transformation to angular measure |
| angmeasdir | Dirichlet mixture smoothing of the angular measure |
| automrl | Automated mean residual life plots |
| chibar | Parametric estimates of chi bar |
| clikmgp | Censored likelihood for multivariate peaks over threshold... |
| confint.eprof | Confidence intervals for profile likelihood objects |
| cvselect | Threshold selection via coefficient of variation |
| distg | Distance matrix with geometric anisotropy |
| dot-C1 | Contrast matrix |
| dot-exp_info_algebraic | Algebraic calculation of the expected information |
| dot-fit.gpd.grimshaw | GP fitting function of Grimshaw (1993) |
| dot-fit.gpd.rob | Robust threshold selection of Dupuis |
| dot-gev.postpred | Posterior predictive distribution and density for the GEV... |
| dot-gpd_2D_fit | Maximum likelihood method for the generalized Pareto Model |
| dot-is.CNSD | Is the matrix conditionally negative semi-definite? Function... |
| dot-Joint_MLE_Expl | Joint maximum likelihood estimation for exponential model |
| dot-Joint_MLE_NHPP | Joint maximum likelihood for the non-homogeneous Poisson... |
| dot-mvasym.check | Internal function |
| dot-mvrnorm_arma | Multivariate Normal distribution sampler (Rcpp version),... |
| dot-rbilogspec | Generates from Qi, the spectral measure of the bilogistic... |
| dot-rbrspec | Generates from Qi, the spectral measure of the Brown-Resnick... |
| dot-rdirmixspec | Generates from Qi, the spectral measure of the Dirichlet... |
| dot-rdirspec | Generates from Qi, the spectral measure of the extremal... |
| dot-rexstudspec | Generates from Qi, the spectral measure of the extremal... |
| dot-rhrspec | Generates from Qi, the spectral measure of the Husler-Reiss... |
| dot-rlogspec | Generates from Qi, the spectral measure of the logistic model |
| dot-rmevA1 | Multivariate extreme value distribution sampling algorithm... |
| dot-rmevA2 | Multivariate extreme value distribution sampling algorithm... |
| dot-rmevasy | Random samples from asymmetric logistic distribution |
| dot-rmevspec_cpp | Random sampling from spectral distribution on l1 sphere |
| dot-rneglogspec | Generates from Qi, the spectral measure of the negative... |
| dot-rpairbetaspec | Generates from Qi, the spectral measure of the pairwise Beta... |
| dot-rpairexpspec | Generates from Qi, the spectral measure of the pairwise... |
| dot-rPbilog | Generate from bilogistic Y \sim {P_x}, where P_{x} is the... |
| dot-rPBrownResnick | Generate from Brown-Resnick process Y \sim {P_x}, where P_{x}... |
| dot-rPdir | Generate from extremal Dirichlet Y \sim {P_x}, where P_{x} is... |
| dot-rPdirmix | Generate from extremal Dirichlet Y \sim {P_x}, where P_{x} is... |
| dot-rPexstud | Generate from extremal Student-t Y \sim {P_x}, where P_{x} is... |
| dot-rPHuslerReiss | Generate from extremal Husler-Reiss distribution Y \sim... |
| dot-rPlog | Generate from logistic Y \sim {P_x}, where P_{x} is... |
| dot-rPneglog | Generate from negative logistic Y \sim {P_x}, where P_{x} is... |
| dot-rPsite | Samples from exceedances at site (scaled extremal function... |
| dot-rPSmith | Generate from Smith model (moving maxima) Y \sim {P_x}, where... |
| dot-rsmithspec | Generates from Qi, the spectral measure of the Smith model... |
| dot-rwdirbsspec | Generates from Qi, the spectral measure of the weighted... |
| dot-rwexpbsspec | Generates from Qi, the spectral measure of the weighted... |
| dot-score_algebraic | Algebraic score |
| dot-wecdf | Weighted empirical distribution function |
| egp | Extended generalised Pareto families |
| egp2.fit | Fit an extended generalized Pareto distribution of Naveau et... |
| egp.fit | Fit of extended GP models and parameter stability plots |
| egp.fitrange | Deprecated function for parameter stability plots |
| egp-function | Extended generalised Pareto families of Papastathopoulos and... |
| emplik | Self-concordant empirical likelihood for a vector mean |
| eskrain | Eskdalemuir Observatory Daily Rainfall |
| expme | Exponent measure for multivariate generalized Pareto... |
| extcoef | Estimators of the extremal coefficient |
| extgp | Extended generalised Pareto families of Naveau et al. (2016) |
| extgp-functions | Extended GP functions |
| extgp.G | Carrier distribution for the extended GP distributions of... |
| ext.index | Extremal index estimators based on interexceedance time and... |
| extremo | Pairwise extremogram for max-risk functional |
| fit.egp | Parameter stability plot and maximum likelihood routine for... |
| fit.extgp | Fit an extended generalized Pareto distribution of Naveau et... |
| fit.gev | Maximum likelihood estimation for the generalized extreme... |
| fit.gpd | Maximum likelihood estimation for the generalized Pareto... |
| fit.pp | Maximum likelihood estimation of the point process of... |
| fit.rlarg | Maximum likelihood estimates of point process for the... |
| geomagnetic | Magnetic storms |
| gev | Generalized extreme value distribution |
| gev.abias | Asymptotic bias of block maxima for fixed sample sizes |
| gev.bcor | Bias correction for GEV distribution |
| gev.bias | Cox-Snell first order bias for the GEV distribution |
| gevdist | Generalized extreme value distribution |
| 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 | Profile log-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 |
| gpd.bias | Cox-Snell first order bias expression for the generalized... |
| gpd.boot | Bootstrap approximation for generalized Pareto parameters |
| 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 |
| gpdist | 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 | Profile log-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... |
| gpdtopar | Transformation from the generalized Pareto to unit Pareto |
| gp.fit | Maximum likelihood estimate of generalized Pareto applied to... |
| ibvpot | Interpret bivariate threshold exceedance models |
| infomat.test | Information matrix test statistic and MLE for the extremal... |
| intensBR | Intensity function for the Brown-Resnick model |
| intensXstud | Intensity function for the extremal Student model |
| jac | Jacobian of the transformation from generalized Pareto to... |
| Lambda2cov | Transform variogram matrix to covariance of conditional... |
| lambdadep | Estimation of the bivariate lambda function of Wadsworth and... |
| likmgp | Likelihood for multivariate peaks over threshold models |
| maiquetia | Maiquetia Daily Rainfall |
| maxstabtest | P-P plot for testing max stability |
| mvrnorm | Multivariate Normal distribution sampler |
| NC.diag | Score and likelihood ratio tests fit of equality of shape... |
| nidd | River Nidd Flow |
| plot.eprof | Plot of (modified) profile likelihood |
| plot.fr | Plot of tangent exponential model profile likelihood |
| powerexp.cor | Power exponential correlation model |
| power.vario | Power variogram model |
| pp | Poisson process of extremes. |
| pp.infomat | Information matrix for the Poisson process likelihood |
| pp.ll | Log-likelihood of Poisson process of threshold exceedances |
| pp.score | Score vector for the Poisson process of threshold exceedances |
| rdir | Random variate generation for Dirichlet distribution on Sd |
| rgparp | Simulation from generalized R-Pareto processes |
| rlarg | Distribution of the r-largest observations |
| rlarg.infomat | Information matrix for the r-largest observations. |
| rlarg.ll | Log-likelihood of the point process of r-largest observations |
| rlarg.score | Score of the r-largest observations |
| rmev | Exact simulations of multivariate extreme value distributions |
| rmevspec | Random samples from spectral distributions of multivariate... |
| rparp | Simulation from R-Pareto processes |
| rparpcs | Simulation from Pareto processes (max) using composition... |
| rparpcshr | Simulation of generalized Huesler-Reiss Pareto vectors via... |
| rrlarg | Simulate r-largest observations from point process of... |
| schlather.vario | Variogram model of Schlather and Moreva |
| scoreindep | Ramos and Ledford test of independence |
| smith.penult | Smith's penultimate approximations |
| smith.penult.fn | Smith's third penultimate approximation |
| spline.corr | Spline correction for Fraser-Reid approximations |
| spunif | Semi-parametric marginal transformation to uniform |
| taildep | Coefficient of tail correlation and tail dependence |
| tem.corr | Bridging the singularity for higher order asymptotics |
| tstab.gpd | Parameter stability plots for peaks-over-threshold |
| venice | Venice Sea Levels |
| vmetric.diag | Metric-based threshold selection |
| w1500m | Best 200 times of Women 1500m Track |
| W.diag | Wadsworth's univariate and bivariate exponential threshold... |
| xasym | Coefficient of extremal asymmetry |
