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evd (version 1.2-3)

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

1.2-3

License

GPL (Version 2 or above)

Maintainer

R documentation files by Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (1.2-3)

bvct

The Bivariate Coles-Tawn Model
anova.evd

Compare Nested evd Objects
bvdepfns

Dependence Functions for Bivariate Extreme Value Distributions
bvdens

A Density Plot for a Bivariate evd Object
bvalog

The Bivariate Asymmetric Logistic Model
bvcpp

A Conditional P-P Plot for a Bivariate evd Object
frechet

The Frechet Distribution
pcint

Profile Likelihood Confidence Intervals
fbv

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
bvhr

The Husler-Reiss Model
bvaneglog

The Bivariate Asymmetric Negative Logistic Model
gev

The Generalized Extreme Value Distribution
fext

Maximum-likelihood Fitting of Maxima and Minima
fgev.quantile

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
mvlog

The Multivariate Logistic Model
bvnegbilog

The Bivariate Negative Bilogistic Model
evd-defunct

Defunct Functions
bvdp

A Dependence Function Plot for a Bivariate evd Object
order

Distributions of Order Statistics
bvbilog

The Bivariate Bilogistic Model
abvnonpar

Non-parametric Estimates for the Dependence Function
plot.profile2d.evd

Plot Joint Profile Devaince
profile2d.evd

Method for Profiling evd Objects
bvneglog

The Bivariate Negative Logistic Model
fgev

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
rweibull

The Reversed Weibull Distribution
mvalog

The Multivariate Asymmetric Logistic Model
rl

A Return Level Plot for an evd Object
oxford

Annual Maximum Temperatures at Oxford
qq

A Q-Q Plot for an evd Object
pp

A P-P Plot for an evd Object
venice

Largest Sea Levels in Venice
plot.profile.evd

Plot Profile Devainces
plot.bvevd

Plot Diagnostics for a Bivariate evd Object
sealevel

Annual Sea Level Maxima at Dover and Harwich
bvlog

The Bivariate Logistic Model
profile.evd

Method for Profiling evd Objects
portpirie

Annual Maximum Sea Levels at Port Pirie
profile2d

Generic Function for Profiling Models
std.errors

Model Standard Errors
gumbel

The Gumbel Distribution
fbvall

Simultaneous Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
evd-internal

Internal Functions
plot.evd

Plot Diagnostics for an evd Object
dens

A Density Plot for an evd Object
ext

Distributions of Maxima and Minima
forder

Maximum-likelihood Fitting of Order Statistics