evir: Extreme Values in R
Version 1.7-4

Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.

Browse man pages Browse package API and functions Browse package files

AuthorBernhard Pfaff [aut, cre], Eric Zivot [ctb], Alexander McNeil [aut] (S original (EVIS)), Alec Stephenson [trl] (R port of EVIS)
Date of publication2014-05-17 20:12:32
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>=2)
Version1.7-4
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("evir", repos="http://R-Forge.R-project.org")

Man pages

bmw: Daily Log Returns on BMW Share Price
danish: Danish Fire Insurance Claims
decluster: Decluster Point Process
dgev: Generalized Extreme Value Distribution
dgpd: Generalized Pareto Distribution
emplot: Plot of Empirical Distribution Function
exindex: Estimate Extremal Index
findthresh: Find Threshold
gev: Fit Generalized Extreme Value Distribution
gpd: Fit Generalized Pareto Model
gpdbiv: Implements Bivariate POT Method
gpd.q: Add Quantile Estimates to plot.gpd
gpd.sfall: Add Expected Shortfall Estimates to a GPD Plot
gumbel: Fit Gumbel Distribution
hill: Create Hill Plot
interpret.gpdbiv: Interpret Results of Bivariate GPD Fit
meplot: Sample Mean Excess Plot
nidd.annual: The River Nidd Data
nidd.thresh: The River Nidd Data
plot.gev: Plot Fitted GEV Model
plot.gpd: Plot Fitted GPD Model
plot.gpdbiv: Plot Fitted Bivariate GPD Model
plot.pot: Plot Fitted POT Model
pot: Peaks Over Thresholds Model
qplot: Exploratory QQplot for Extreme Value Analysis
quant: Plot of GPD Tail Estimate of a High Quantile
records: Calculate Record Development
riskmeasures: Calculates Quantiles and Expected Shortfalls
rlevel.gev: Calculate Return Levels Based on GEV Fit
shape: Plot for GPD Shape Parameter
siemens: Daily Log Returns on Siemens Share Price
sp.raw: SP Data to June 1993
spto87: SP Return Data to October 1987
tailplot: Plot Tail Estimate From GPD Model

Functions

bmw Man page
danish Man page
decluster Man page
dgev Man page
dgpd Man page
emplot Man page
exindex Man page
findthresh Man page
gev Man page
gpd Man page
gpd.q Man page
gpd.sfall Man page
gpdbiv Man page
gumbel Man page
hill Man page
interpret.gpdbiv Man page
meplot Man page
nidd.annual Man page
nidd.thresh Man page
pgev Man page
pgpd Man page
plot.gev Man page
plot.gpd Man page
plot.gpdbiv Man page
plot.potd Man page
pot Man page
qgev Man page
qgpd Man page
qplot Man page
quant Man page
records Man page
rgev Man page
rgpd Man page
riskmeasures Man page
rlevel.gev Man page
shape Man page
siemens Man page
sp.raw Man page
spto87 Man page
tailplot Man page

Files

DESCRIPTION
NAMESPACE
R
R/bmax.R
R/bvpot.R
R/eda.R
R/gevgpd.R
R/pot.R
R/potpp.R
R/second.R
data
data/bmw.rda
data/danish.rda
data/nidd.annual.rda
data/nidd.thresh.rda
data/siemens.rda
data/sp.raw.rda
data/spto87.rda
demo
demo/00Index
demo/bvpot.R
demo/minima.sp.R
demo/pot.bmw.R
demo/pot.danish.R
inst
inst/CHANGES
inst/RCHANGES
inst/README
man
man/bmw.Rd
man/danish.Rd
man/decluster.Rd
man/dgev.Rd
man/dgpd.Rd
man/emplot.Rd
man/exindex.Rd
man/findthresh.Rd
man/gev.Rd
man/gpd.Rd
man/gpd.q.Rd
man/gpd.sfall.Rd
man/gpdbiv.Rd
man/gumbel.Rd
man/hill.Rd
man/interpret.gpdbiv.Rd
man/meplot.Rd
man/nidd.annual.Rd
man/nidd.thresh.Rd
man/plot.gev.Rd
man/plot.gpd.Rd
man/plot.gpdbiv.Rd
man/plot.pot.Rd
man/pot.Rd
man/qplot.Rd
man/quant.Rd
man/records.Rd
man/riskmeasures.Rd
man/rlevel.gev.Rd
man/shape.Rd
man/siemens.Rd
man/sp.raw.Rd
man/spto87.Rd
man/tailplot.Rd
evir documentation built on May 21, 2017, 3:44 a.m.