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evd (version 2.3-2)

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 maxima models, and for univariate and bivariate threshold models.

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Version

Install

install.packages('evd')

Monthly Downloads

42,460

Version

2.3-2

License

GPL-3

Maintainer

Alec Stephenson

Last Published

December 25th, 2015

Functions in evd (2.3-2)

The Gumbel Distribution

Oldest Ages for Swedish Males and Females

Annual Maximum Sea Levels at Port Pirie

plot.profile.evd

Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals

Parametric Dependence Functions of Bivariate Extreme Value Models

Dependence Measure Plots

Estimates of the Extremal Index

Maximum-likelihood Fitting of Order Statistics

Threshold Choice Plot

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

Annual Maximum Temperatures at Oxford

Distributions of Order Statistics

Rainfall Maxima at Uccle, Belgium

The Frechet Distribution

Bivariate Threshold Choice Plot

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Plot Diagnostics for a Univariate EVD Object

Simulate Markov Chains With Extreme Value Dependence Structures

Maximum Annual Flood Discharges of the Fox River

Largest Sea Levels in Venice

Empirical Mean Residual Life Plot

Annual Sea Level Maxima at Dover and Harwich

Parametric Spectral Density Functions of Bivariate Extreme Value Models

GEV Transformations

The Reverse Weibull Distribution

Maximum Annual Flood Discharges of the North Saskachevan River

Perform Hypothesis Test Of Independence

Annual Maximum Wind Speeds at Lisbon

The Generalized Pareto Distribution

Method for Profiling EVD Objects

Parametric Dependence Functions of Multivariate Extreme Value Models

Internal Functions

Identify Clusters of Exceedences

Maximum-likelihood Fitting of Maxima and Minima

The Generalized Extreme Value Distribution

Calculate Confidence Intervals

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances

Plot Diagnostics for a Bivariate POT EVD Object

Parametric Multivariate Extreme Value Distributions

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

Non-parametric Estimates for Bivariate Quantile Curves

Distributions of Maxima and Minima

Simulate MARMA(p,q) Processes

Method for Profiling EVD Objects

plot.profile2d.evd

Plot Joint Profile Log-likelihoods

Annual Sea Level Maxima at Dover and Harwich with Indicator

Plot Estimates of the Extremal Index

Parametric Bivariate Extreme Value Distributions

Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions

Compare Nested EVD Objects

General Liability Claims

Largest Sea Levels in Venice

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation

Maximum Annual Flood Discharges of the Ocmulgee River

Plot Diagnostics for a Bivariate EVD Object