Man pages for texmex
Statistical Modelling of Extreme Values

addExcessesAnnotate a threshold selection ggplot
AIC.evmOptAkaike's Information Criterion
airPollutionAir pollution data, separately for summer and winter months
bootmexBootstrap a conditional multivariate extreme values model
chiMeasures of extremal dependence
copulaCalculate the copula of a matrix of variables
degp3Density, cumulative density, quantiles and random number...
dgevDensity, cumulative density, quantiles and random number...
dgpdDensity, cumulative density, quantiles and random number...
edfCompute empirical distribution function
egp3RangeFitEstimate the EGP3 distribution power parameter over a range...
endPointCalculate upper end point for a fitted extreme value model
evmExtreme value modelling
evmBootBootstrap an evmOpt fit
evmSimMCMC simulation around an evmOpt fit
evmSimSetSeedSet the seed from a fitted evmSim object.
extremalIndexExtremal index estimation and automatic declustering
ggplot.declusteredDiagnostic plots for an declustered object
ggplot.evmBootDiagnostic plots for the replicate estimated parameter values...
ggplot.evmOptDiagnostic plots for an evm object
ggplot.evmSimDiagnostic plots for the Markov chains in an evmSim object
ggplot.rl.evmOptPlotting function for return level estimation
gpdRangeFitEstimate generalized Pareto distribution parameters over a...
JointExceedanceCurveJoint exceedance curves
liverLiver related laboratory data
logLik.evmOptLog-likelihood for evmOpt objects
MCSMultivariate conditional Spearman's rho
mexConditional multivariate extreme values modelling
mexDependenceEstimate the dependence parameters in a conditional...
mexMonteCarloSimulation from dependence models
mexRangeFitEstimate dependence parameters in a conditional multivariate...
migpdFit multiple independent generalized Pareto models
migpdCoefsChange values of parameters in a migpd object
mrlMean residual life plot
plot.evmOptPlots for evmOpt objects
plot.evmSimPlots for evmSim objects
predict.evmOptPredict return levels from extreme value models, or obtain...
rainRain, wavesurge, portpirie and nidd datasets.
rFrechetExtreme Value random process generation.
rlReturn levels
rMaxARExtreme Value random process generation.
simulate.evmOptSimulate from a fitted evm object
texmexFamilyCreate families of distributions
texmex-packageExtreme value modelling
thinAndBurnProcess Metropolis output from extreme value model fitting to...
texmex documentation built on May 29, 2017, 6:42 p.m.