Functions for extreme value distributions


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Documentation for package ‘evd’ version 2.2-4

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abvevd Parametric Dependence Functions of Bivariate Extreme Value Models
abvnonpar Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
amvevd Parametric Dependence Functions of Multivariate Extreme Value Models
amvnonpar Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution
anova.evd Compare Nested EVD Objects
ccbvevd Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions
chiplot Dependence Measure Plots
clusters Identify Clusters of Exceedences
confint.evd Calculate Confidence Intervals
confint.profile.evd Calculate Confidence Intervals
dbvevd Parametric Bivariate Extreme Value Distributions
dextreme Distributions of Maxima and Minima
dfrechet The Frechet Distribution
dgev The Generalized Extreme Value Distribution
dgpd The Generalized Pareto Distribution
dgumbel The Gumbel Distribution
dmvevd Parametric Multivariate Extreme Value Distributions
dorder Distributions of Order Statistics
drweibull The Reversed Weibull Distribution
evmc Simulate Markov Chains With Extreme Value Dependence Structures
exi Estimates of the Extremal Index
exiplot Plot Estimates of the Extremal Index
failure Failure Times
fbvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fbvpot Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
fextreme Maximum-likelihood Fitting of Maxima and Minima
fgev Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fitted.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
forder Maximum-likelihood Fitting of Order Statistics
fox Maximum Annual Flood Discharges of the Fox River
fpot Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
hbvevd Parametric Spectral Density Functions of Bivariate Extreme Value Models
lisbon Annual Maximum Wind Speeds at Lisbon
logLik.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
lossalae General Liability Claims
mar Simulate MARMA(p,q) Processes
marma Simulate MARMA(p,q) Processes
mma Simulate MARMA(p,q) Processes
mrlplot Empirical Mean Residual Life Plot
mtransform GEV Transformations
ocmulgee Maximum Annual Flood Discharges of the Ocmulgee River
oldage Oldest Ages for Swedish Males and Females
oxford Annual Maximum Temperatures at Oxford
pbvevd Parametric Bivariate Extreme Value Distributions
pextreme Distributions of Maxima and Minima
pfrechet The Frechet Distribution
pgev The Generalized Extreme Value Distribution
pgpd The Generalized Pareto Distribution
pgumbel The Gumbel Distribution
plot.bvevd Plot Diagnostics for a Bivariate EVD Object
plot.bvpot Plot Diagnostics for a Bivariate POT EVD Object
plot.profile.evd Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals
plot.profile2d.evd Plot Joint Profile Log-likelihoods
plot.uvevd Plot Diagnostics for a Univariate EVD Object
pmvevd Parametric Multivariate Extreme Value Distributions
porder Distributions of Order Statistics
portpirie Annual Maximum Sea Levels at Port Pirie
print.bvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
print.bvpot Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
print.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
print.pot Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
profile.evd Method for Profiling EVD Objects
profile2d Method for Profiling EVD Objects
profile2d.evd Method for Profiling EVD Objects
prweibull The Reversed Weibull Distribution
qcbvnonpar Non-parametric Estimates for Bivariate Quantile Curves
qextreme Distributions of Maxima and Minima
qfrechet The Frechet Distribution
qgev The Generalized Extreme Value Distribution
qgpd The Generalized Pareto Distribution
qgumbel The Gumbel Distribution
qrweibull The Reversed Weibull Distribution
rbvevd Parametric Bivariate Extreme Value Distributions
rextreme Distributions of Maxima and Minima
rfrechet The Frechet Distribution
rgev The Generalized Extreme Value Distribution
rgpd The Generalized Pareto Distribution
rgumbel The Gumbel Distribution
rmvevd Parametric Multivariate Extreme Value Distributions
rorder Distributions of Order Statistics
rrweibull The Reversed Weibull Distribution
sask Maximum Annual Flood Discharges of the North Saskachevan River
sealevel Annual Sea Level Maxima at Dover and Harwich
sealevel2 Annual Sea Level Maxima at Dover and Harwich with Indicator
std.errors Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
std.errors.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
tcplot Threshold Choice Plot
uccle Rainfall Maxima at Uccle, Belgium
vcov.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
venice Largest Sea Levels in Venice