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evd (version 1.2-2)

Functions for extreme value distributions

Description

Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate models.

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Version

Install

install.packages('evd')

Monthly Downloads

42,460

Version

1.2-2

License

GPL (Version 2 or above)

Maintainer

R documentation files by Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (1.2-2)

A Dependence Function Plot for a Bivariate evd Object

Annual Sea Level Maxima at Dover and Harwich

The Multivariate Logistic Model

Distributions of Maxima and Minima

A Return Level Plot for an evd Object

The Reversed Weibull Distribution

Non-parametric Estimates for the Dependence Function

The Bivariate Bilogistic Model

Maximum-likelihood Fitting of Maxima and Minima

plot.profile2d.evd

Plot Joint Profile Devaince

Dependence Functions for Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of Order Statistics

The Gumbel Distribution

The Bivariate Logistic Model

Method for Profiling evd Objects

A P-P Plot for an evd Object

The Bivariate Asymmetric Negative Logistic Model

The Bivariate Negative Logistic Model

The Frechet Distribution

The Generalized Extreme Value Distribution

The Bivariate Asymmetric Logistic Model

The Husler-Reiss Model

Annual Maximum Temperatures at Oxford

Profile Likelihood Confidence Intervals

Distributions of Order Statistics

The Bivariate Negative Bilogistic Model

Internal Functions

Model Standard Errors

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Plot Diagnostics for a Bivariate evd Object

Method for Profiling evd Objects

A Q-Q Plot for an evd Object

A Conditional P-P Plot for a Bivariate evd Object

Generic Function for Profiling Models

plot.profile.evd

Plot Profile Devainces

A Density Plot for a Bivariate evd Object

Simultaneous Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Defunct Functions

Plot Diagnostics for an evd Object

The Bivariate Coles-Tawn Model

A Density Plot for an evd Object

The Multivariate Asymmetric Logistic Model

Compare Nested evd Objects