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extRemes (version 2.0-9)

Extreme Value Analysis

Description

Functions for performing extreme value analysis.

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Version

Install

install.packages('extRemes')

Monthly Downloads

3,108

Version

2.0-9

License

GPL (>= 2)

Maintainer

Last Published

June 11th, 2018

Functions in extRemes (2.0-9)

CarcasonneHeat

European Climate Assessment and Dataset
abba

Implementation of Stephenson-Shaby-Reich-Sullivan
devd

Extreme Value Distributions
extRemes-package

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

United States Total Economic Damage Resulting from Floods
FCwx

Fort Collins, Colorado Weather Data
datagrabber.declustered

Get Original Data from an R Object
atdf

Auto-Tail Dependence Function
extremalindex

Extemal Index
decluster

Decluster Data Above a Threshold
distill.fevd

Distill Parameter Information
fevd

Fit An Extreme Value Distribution (EVD) to Data
findAllMCMCpars

Manipulate MCMC Output from fevd Objects
levd

Extreme Value Likelihood
HEAT

Summer Maximum and Minimum Temperature: Phoenix, Arizona
findpars

Get EVD Parameters
blockmaxxer

Find Block Maxima
lr.test

Likelihood-Ratio Test
qqnorm

Normal qq-plot with 95 Percent Simultaneous Confidence Bands
ftcanmax

Annual Maximum Precipitation: Fort Collins, Colorado
hwmid

Heat Wave Magnitude Index
is.fixedfevd

Stationary Fitted Model Check
hwmi

Heat Wave Magnitude Index
qqplot

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

Confidence Intervals
return.level

Return Level Estimates
erlevd

Effective Return Levels
rlevd

Return Levels for Extreme Value Distributions
extRemes internal

extRemes Internal and Secondary Functions
shiftplot

Shift Plot Between Two Sets of Data
taildep.test

Tail Dependence Test
fpois

Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
threshrange.plot

Threshold Selection Through Fitting Models to a Range of Thresholds
postmode

Posterior Mode from an MCMC Sample
profliker

Profile Likelihood Function
trans

Transform Data
revtrans.evd

Reverse Transformation
make.qcov

Covariate Matrix for Non-Stationary EVD Projections
mrlplot

Mean Residual Life Plot
strip

Strip Fitted EVD Object of Everything but the Parameter Estimates
parcov.fevd

EVD Parameter Covariance
pextRemes

Probabilities and Random Draws from Fitted EVDs
taildep

Tail Dependence
Fort

Daily precipitation amounts in Fort Collins, Colorado.
Denversp

Denver July hourly precipitation amount.
BayesFactor

Estimate Bayes Factor
Rsum

Hurricane Frequency Dataset.
PORTw

Annual Maximum and Minimum Temperature
Denmint

Denver Minimum Temperature
Ozone4H

Ground-Level Ozone Order Statistics.
Tphap

Daily Maximum and Minimum Temperature in Phoenix, Arizona.
Peak

Salt River Peak Stream Flow
Potomac

Potomac River Peak Stream Flow Data.
ci.rl.ns.fevd.bayesian

Confidence/Credible Intervals for Effective Return Levels
damage

Hurricane Damage Data