Extreme Value Analysis with Goodness-of-Fit Testing


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Documentation for package ‘eva’ version 0.2.6

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dgevr The GEVr Distribution
dgpd The Generalized Pareto Distribution (GPD)
eva eva: Extreme Value Analysis with Goodness-of-Fit Testing
fortmax Top Ten Annual Precipitation: Fort Collins, Colorado
gevr The GEVr Distribution
gevrDiag Diagnostic plots for a fit to the GEVr distribution.
gevrEd GEVr Entropy Difference Test
gevrFit Parameter estimation for the GEVr distribution model
gevrMultScore GEVr Multiplier Score Test
gevrPbScore GEVr Parametric Bootstrap Score Test
gevrProfShape GEVr Shape Parameter Profile Likelihood Estimation for Stationary Models
gevrRl GEVr Return Level Estimate and Confidence Interval for Stationary Models
gevrSeqTests Sequential Tests for the GEVr Model
gpd The Generalized Pareto Distribution (GPD)
gpdAd Generalized Pareto Distribution Anderson-Darling Test
gpdCvm Generalized Pareto Distribution Cramer-von Mises Test
gpdDiag Diagnostic plots for a fit to the Generalized Pareto distribution
gpdFit Parameter estimation for the Generalized Pareto Distribution (GPD)
gpdImAsym GPD Asymptotic Adjusted Information Matrix (IM) Test
gpdImPb GPD Bootstrapped Information Matrix (IM) Test
gpdMultScore GPD Multiplier Score Test
gpdPbScore GPD Parametric Bootstrap Score Test
gpdProfShape GPD Shape Parameter Profile Likelihood Estimation for Stationary Models
gpdRl GPD Return Level Estimate and Confidence Interval for Stationary Models
gpdSeqTests GPD Multiple Threshold Goodness-of-Fit Testing
lowestoft Top Ten Annual Sea Levels: Lowestoft, UK (1964 - 2014)
mrlPlot Mean Residual Life Plot for the Generalized Pareto Distribution
pgev The GEVr Distribution
pgpd The Generalized Pareto Distribution (GPD)
pSeqStop P-Value Sequential Adjustment
qgev The GEVr Distribution
qgpd The Generalized Pareto Distribution (GPD)
rgevr The GEVr Distribution
rgpd The Generalized Pareto Distribution (GPD)