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extRemes (version 2.0-12)

Extreme Value Analysis

Description

Functions for performing extreme value analysis.

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Version

Install

install.packages('extRemes')

Monthly Downloads

3,108

Version

2.0-12

License

GPL (>= 2)

Maintainer

Last Published

May 3rd, 2020

Functions in extRemes (2.0-12)

Ozone4H

Ground-Level Ozone Order Statistics.
FCwx

Fort Collins, Colorado Weather Data
Rsum

Hurricane Frequency Dataset.
PORTw

Annual Maximum and Minimum Temperature
Flood

United States Total Economic Damage Resulting from Floods
Denmint

Denver Minimum Temperature
BayesFactor

Estimate Bayes Factor
CarcasonneHeat

European Climate Assessment and Dataset
SantaAna

Santa Ana Winds Data
ci.fevd

Confidence Intervals
Potomac

Potomac River Peak Stream Flow Data.
bvpotbooter

Bootstrap Functions for Bivariate POT
erlevd

Effective Return Levels
Peak

Salt River Peak Stream Flow
Fort

Daily precipitation amounts in Fort Collins, Colorado.
extRemes internal

extRemes Internal and Secondary Functions
ci.rl.ns.fevd.bayesian

Confidence/Credible Intervals for Effective Return Levels
blockmaxxer

Find Block Maxima
devd

Extreme Value Distributions
extRemes-package

extRemes -- Weather and Climate Applications of Extreme Value Analysis (EVA)
atdf

Auto-Tail Dependence Function
levd

Extreme Value Likelihood
is.fixedfevd

Stationary Fitted Model Check
Tphap

Daily Maximum and Minimum Temperature in Phoenix, Arizona.
damage

Hurricane Damage Data
pextRemes

Probabilities and Random Draws from Fitted EVDs
abba

Implementation of Stephenson-Shaby-Reich-Sullivan
postmode

Posterior Mode from an MCMC Sample
rlevd

Return Levels for Extreme Value Distributions
findAllMCMCpars

Manipulate MCMC Output from fevd Objects
Denversp

Denver July hourly precipitation amount.
fbvpot

Estimate the Bivariate Peaks-Over-Threshold (POT) Model
findpars

Get EVD Parameters
distill.fevd

Distill Parameter Information
datagrabber.declustered

Get Original Data from an R Object
qqnorm

Normal qq-plot with 95 Percent Simultaneous Confidence Bands
threshrange.plot

Threshold Selection Through Fitting Models to a Range of Thresholds
revtrans.evd

Reverse Transformation
HEAT

Summer Maximum and Minimum Temperature: Phoenix, Arizona
profliker

Profile Likelihood Function
extremalindex

Extemal Index
trans

Transform Data
ftcanmax

Annual Maximum Precipitation: Fort Collins, Colorado
make.qcov

Covariate Matrix for Non-Stationary EVD Projections
fevd

Fit An Extreme Value Distribution (EVD) to Data
mrlplot

Mean Residual Life Plot
decluster

Decluster Data Above a Threshold
hwmid

Heat Wave Magnitude Index
hwmi

Heat Wave Magnitude Index
shiftplot

Shift Plot Between Two Sets of Data
logistic

Logistic Dependence Model Likelihood
mixbeta

Mixed Beta Dependence Model Likelihood
fpois

Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
lr.test

Likelihood-Ratio Test
strip

Strip Fitted EVD Object of Everything but the Parameter Estimates
xbooter

Additional Bootstrap Functions for Univariate EVA
taildep

Tail Dependence
taildep.test

Tail Dependence Test
xtibber

Test-Inversion Bootstrap for Extreme-Value Analysis
return.level

Return Level Estimates
qqplot

qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands
parcov.fevd

EVD Parameter Covariance