Functions for Extreme Value Distributions

Documentation for package ‘evd’ version 2.3-6.1

Help Pages

-- A --

abvevd	Parametric Dependence Functions of Bivariate Extreme Value Models
abvnonpar	Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
amvevd	Parametric Dependence Functions of Multivariate Extreme Value Models
amvnonpar	Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution
anova.evd	Compare Nested EVD Objects

-- B --

Bivariate Threshold Choice Plot

-- C --

ccbvevd	Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions
chiplot	Dependence Measure Plots
clusters	Identify Clusters of Exceedences
confint.evd	Calculate Confidence Intervals
confint.profile.evd	Calculate Confidence Intervals

-- D --

dbvevd	Parametric Bivariate Extreme Value Distributions
dextreme	Distributions of Maxima and Minima
dfrechet	The Frechet Distribution
dgev	The Generalized Extreme Value Distribution
dgpd	The Generalized Pareto Distribution
dgumbel	The Gumbel Distribution
dgumbelx	Maxima of Two Gumbel Distributions
dmvevd	Parametric Multivariate Extreme Value Distributions
dnweibull	The Reverse Weibull Distribution
dorder	Distributions of Order Statistics
drweibull	The Reverse Weibull Distribution

-- E --

evind.test	Perform Hypothesis Test Of Independence
evmc	Simulate Markov Chains With Extreme Value Dependence Structures
exi	Estimates of the Extremal Index
exiplot	Plot Estimates of the Extremal Index

-- F --

failure	Failure Times
fbvevd	Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fbvpot	Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
fextreme	Maximum-likelihood Fitting of Maxima and Minima
fgev	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fgumbel	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fgumbelx	Maximum-likelihood Fitting of the Maximum of Two Gumbel Distributions
fitted.evd	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
forder	Maximum-likelihood Fitting of Order Statistics
fox	Maximum Annual Flood Discharges of the Fox River
fpot	Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation

-- H --

Parametric Spectral Density Functions of Bivariate Extreme Value Models

-- L --

lisbon	Annual Maximum Wind Speeds at Lisbon
logLik.evd	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
lossalae	General Liability Claims

-- M --

mar	Simulate MARMA(p,q) Processes
marma	Simulate MARMA(p,q) Processes
mma	Simulate MARMA(p,q) Processes
mrlplot	Empirical Mean Residual Life Plot
mtransform	GEV Transformations

-- O --

ocmulgee	Maximum Annual Flood Discharges of the Ocmulgee River
oldage	Oldest Ages for Swedish Males and Females
oxford	Annual Maximum Temperatures at Oxford

-- P --

pbvevd	Parametric Bivariate Extreme Value Distributions
pextreme	Distributions of Maxima and Minima
pfrechet	The Frechet Distribution
pgev	The Generalized Extreme Value Distribution
pgpd	The Generalized Pareto Distribution
pgumbel	The Gumbel Distribution
pgumbelx	Maxima of Two Gumbel Distributions
plot.bvevd	Plot Diagnostics for a Bivariate EVD Object
plot.bvpot	Plot Diagnostics for a Bivariate POT EVD Object
plot.gumbelx	Plot Diagnostics for a Univariate EVD Object
plot.profile.evd	Plot Profile Log-likelihoods
plot.profile2d.evd	Plot Joint Profile Log-likelihoods
plot.uvevd	Plot Diagnostics for a Univariate EVD Object
pmvevd	Parametric Multivariate Extreme Value Distributions
pnweibull	The Reverse Weibull Distribution
porder	Distributions of Order Statistics
portpirie	Annual Maximum Sea Levels at Port Pirie
print.bvevd	Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
print.bvpot	Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
print.evd	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
print.pot	Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
profile.evd	Method for Profiling EVD Objects
profile2d	Method for Profiling EVD Objects
profile2d.evd	Method for Profiling EVD Objects
prweibull	The Reverse Weibull Distribution

-- Q --

qcbvnonpar	Non-parametric Estimates for Bivariate Quantile Curves
qextreme	Distributions of Maxima and Minima
qfrechet	The Frechet Distribution
qgev	The Generalized Extreme Value Distribution
qgpd	The Generalized Pareto Distribution
qgumbel	The Gumbel Distribution
qgumbelx	Maxima of Two Gumbel Distributions
qnweibull	The Reverse Weibull Distribution
qrweibull	The Reverse Weibull Distribution

-- R --

rbvevd	Parametric Bivariate Extreme Value Distributions
rextreme	Distributions of Maxima and Minima
rfrechet	The Frechet Distribution
rgev	The Generalized Extreme Value Distribution
rgpd	The Generalized Pareto Distribution
rgumbel	The Gumbel Distribution
rgumbelx	Maxima of Two Gumbel Distributions
rmvevd	Parametric Multivariate Extreme Value Distributions
rnweibull	The Reverse Weibull Distribution
rorder	Distributions of Order Statistics
rrweibull	The Reverse Weibull Distribution

-- S --

sask	Maximum Annual Flood Discharges of the North Saskachevan River
sealevel	Annual Sea Level Maxima at Dover and Harwich
sealevel2	Annual Sea Level Maxima at Dover and Harwich with Indicator
std.errors	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
std.errors.evd	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

-- T --

Threshold Choice Plot

-- U --

Rainfall Maxima at Uccle, Belgium

-- V --

vcov.evd	Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
venice	Largest Sea Levels in Venice
venice2	Largest Sea Levels in Venice