Renewal Method for Extreme Values Extrapolation
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘Renext’ version 3.1-4
Help Pages
A B C D E F G H I J L M N O P Q R S T V W
| Renext-package | Renewal Method for Extreme Values Extrapolation |
-- A --
| AIC.Renouv | Log-likelihood of a "Renouv" object |
| anova.Renouv | Compute an analysis of deviance table for two nested Renouv objects |
-- B --
| barplotRenouv | Barplot for Renouv "Over Threshold" counts |
| BIC.Renouv | Log-likelihood of a "Renouv" object |
| Brest | Surge heights at Brest |
| Brest.years | Surge heights at Brest partial data |
| Brest.years.missing | Years with missing periods in 'Brest.year' dataset |
-- C --
| CV2 | Squared Coefficient of Variation |
| CV2.test | CV2 test of exponentiality |
-- D --
| dGPD | Generalised Pareto Distribution |
| dlomax | Lomax distribution |
| dmaxlo | 'maxlo' distribution |
| dmixexp2 | Mixture of two exponential distributions |
| dSLTW | Shifted Left Truncated Weibull (SLTW) distribution |
| Dunkerque | Surge heights at Dunkerque |
-- E --
| EM.mixexp | Expectation-Maximisation for a mixture of exponential distributions |
| expplot | Classical "exponential distribution" plot |
-- F --
| fgamma | ML estimation of the Gamma distribution |
| fGEV.MAX | Fit a GEV distribution from block maxima or r largest order statistics using an aggregated Renewal POT process |
| fGPD | Fit a two-parameters Generalised Pareto Distribution from a sample |
| flomax | ML estimation of the Lomax distribution |
| fmaxlo | ML estimation of a 'maxlo' distribution |
| format.summary.Renouv | Summary and print methods for "Renouv" objects |
| fweibull | ML estimation of classical Weibull distribution |
-- G --
| Garonne | Flow of the french river La Garonne |
| gev2Ren | Translate a vector of GEV parameters into renewal model |
| gof.date | Goodness-of-fit for the distribution of dates |
| gofExp.test | Goodness-of-fit test for exponential distribution |
| GPD | Generalised Pareto Distribution |
| gumbel2Ren | Translate a vector of Gumbel parameters into a vector of parameters for a renewal model |
-- H --
| HGPD | Generalised Pareto Distribution |
| hGPD | Generalised Pareto Distribution |
| Hmixexp2 | Mixture of two exponential distributions |
| hmixexp2 | Mixture of two exponential distributions |
| Hpoints | Plotting positions for exponential return levels |
-- I --
| ini.mixexp2 | Simple estimation for the mixture of two exponential distributions |
| interevt | Interevents (or interarrivals) from events dates |
-- J --
| Jackson | Jackson's statistic |
| Jackson.test | Jackson's test of exponentiality |
-- L --
| lines.Renouv | Plot an object of class "Renouv" |
| logLik.Renouv | Log-likelihood of a "Renouv" object |
| Lomax | Lomax distribution |
| LRExp | Likelihood Ratio statistic for exponential vs. GPD |
| LRExp.test | Likelihood Ratio test of exponentiality vs. GPD |
| LRGumbel | Likelihood Ratio statistic for Gumbel vs. GEV |
| LRGumbel.test | Likelihood Ratio test for the Gumbel distribution |
-- M --
| Maxlo | 'maxlo' distribution |
| MixExp2 | Mixture of two exponential distributions |
| mom.mixexp2 | Moment estimation for the mixture of two exponential distributions |
| mom2par | Parameters from moments |
-- N --
| NBlevy | Negative Binomial Levy process |
| nobs.Renouv | Log-likelihood of a "Renouv" object |
-- O --
| OT2MAX | Temporal aggregation of a Marked Process |
| OTjitter | Add a small amount of noise to a numeric vector |
-- P --
| parDeriv | Derivation of probability functions with respect to the parameters |
| parIni.MAX | Initial estimation of GPD parameters for an aggregated renewal model |
| parIni.OTS | Initial estimation of GPD parameters for an aggregated renewal model |
| pGPD | Generalised Pareto Distribution |
| pGreenwood1 | Probability that the Greenwood's statistic is smaller than one |
| plomax | Lomax distribution |
| plot.Rendata | Plot a Rendata object |
| plot.Renouv | Plot an object of class "Renouv" |
| pmaxlo | 'maxlo' distribution |
| pmixexp2 | Mixture of two exponential distributions |
| PPplot | Diagnostic plots for Renouv objects |
| PPplot.Renouv | Diagnostic plots for Renouv objects |
| predict.Renouv | Compute return levels and confidence limits for a "Renouv" object |
| print.Rendata | Summary and print methods for "Rendata" objects |
| print.Renouv | Summary and print methods for "Renouv" objects |
| print.summary.Rendata | Summary and print methods for "Rendata" objects |
| print.summary.Renouv | Summary and print methods for "Renouv" objects |
| pSLTW | Shifted Left Truncated Weibull (SLTW) distribution |
-- Q --
| qGPD | Generalised Pareto Distribution |
| qlomax | Lomax distribution |
| qmaxlo | 'maxlo' distribution |
| qmixexp2 | Mixture of two exponential distributions |
| QQplot | Diagnostic plots for Renouv objects |
| QQplot.Renouv | Diagnostic plots for Renouv objects |
| qSLTW | Shifted Left Truncated Weibull (SLTW) distribution |
| qStat | Quantiles of a test statistic |
-- R --
| readXML | Read data using an XML index file |
| Ren2gev | Translate a vector of coefficients from a Renewal-POT model with Pareto excesses into a vector of GEV parameters |
| Ren2gumbel | Translate a vector of coefficients from a Renewal-POT model with exponential excesses to a vector of Gumbel parameters |
| Renext | Renewal Method for Extreme Values Extrapolation |
| Renouv | Fit a 'Renouvellement' model |
| RenouvNoEst | Define a 'renouvellement' model without estimation |
| rGPD | Generalised Pareto Distribution |
| RLlegend | Legend management for return level plots |
| RLlegend.ini | Legend management for return level plots |
| RLlegend.show | Legend management for return level plots |
| rlomax | Lomax distribution |
| RLpar | Graphical parameters for Return Level plots |
| RLplot | Return level plot |
| rmaxlo | 'maxlo' distribution |
| rmixexp2 | Mixture of two exponential distributions |
| roundPred | Round quantiles in a pseudo-prediction table |
| rRendata | Simulate a random RenData object |
| rSLTW | Shifted Left Truncated Weibull (SLTW) distribution |
-- S --
| SandT | Compute empirical survivals (S) and return periods (T) |
| skip2noskip | Fix non-skipped periods from skipped ones |
| SLTW | Shifted Left Truncated Weibull (SLTW) distribution |
| spacings | Methods computing spacings between Largest Order Statistics |
| spacings.data.frame | Methods computing spacings between Largest Order Statistics |
| spacings.numeric | Methods computing spacings between Largest Order Statistics |
| spacings.Rendata | Methods computing spacings between Largest Order Statistics |
| summary.Rendata | Summary and print methods for "Rendata" objects |
| summary.Renouv | Summary and print methods for "Renouv" objects |
-- T --
| translude | Make translucient colors |
-- V --
| vcov.Renouv | Variance-covariance matrix of the estimates of a "Renouv" object |
-- W --
| weibplot | Classical Weibull distribution plot |