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evd (version 2.0-1)

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

2.0-1

License

GPL (Version 2 or above)

Maintainer

R documentation files by Alec Stephenson

Last Published

September 21st, 2024

Functions in evd (2.0-1)

Parametric Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Distributions of Maxima and Minima

Annual Maximum Wind Speeds at Lisbon

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Simulate MARMA(p,q) Processes

Compare Nested EVD Objects

Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution

The Generalized Extreme Value Distribution

Internal Functions

Maximum Annual Flood Discharges of the Ocmulgee River

Largest Sea Levels in Venice

plot.profile.evd

Plot Profile Deviances and Calculate Profile Confidence Intervals

Maximum Annual Flood Discharges of the North Saskachevan River

The Reversed Weibull Distribution

The Frechet Distribution

Defunct Functions

Annual Maximum Temperatures at Oxford

Non-parametric Estimates for Dependence Functions of the Trivariate Extreme Value Distribution

Oldest Ages for Swedish Males and Females

Plot Diagnostics for a GEV Object

Maximum Annual Flood Discharges of the Fox River

Distributions of Order Statistics

Rainfall Maxima at Uccle, Belguim

Parametric Dependence Functions of Bivariate Extreme Value Models

Annual Sea Level Maxima at Dover and Harwich

plot.profile2d.evd

Plot Joint Profile Devainces

Parametric Dependence Functions of Trivariate Extreme Value Models

Maximum-likelihood Fitting of Order Statistics

Simulate Markov Chains With Extreme Value Dependence Structures

Parametric Multivariate Extreme Value Distributions

Maximum-likelihood Fitting of Maxima and Minima

Annual Maximum Sea Levels at Port Pirie

The Gumbel Distribution

Plot Diagnostics for a Bivariate EVD Object

Method for Profiling EVD Objects

Method for Profiling EVD Objects