Extreme Value Analysis

Documentation for package ‘extRemes’ version 2.1-4

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

-- A --

atdf	Auto-Tail Dependence Function

-- B --

-- C --

CarcasonneHeat	European Climate Assessment and Dataset
check.constant	Stationary Fitted Model Check
ci.extremalindex	Extemal Index
ci.fevd	Confidence Intervals
ci.fevd.bayesian	Confidence Intervals
ci.fevd.lmoments	Confidence Intervals
ci.fevd.mle	Confidence Intervals
ci.rl.ns.fevd.bayesian	Confidence/Credible Intervals for Effective Return Levels
ci.rl.ns.fevd.mle	Confidence/Credible Intervals for Effective Return Levels

-- D --

damage	Hurricane Damage Data
datagrabber.declustered	Get Original Data from an R Object
datagrabber.extremalindex	Get Original Data from an R Object
datagrabber.fevd	Get Original Data from an R Object
decluster	Decluster Data Above a Threshold
decluster.data.frame	Decluster Data Above a Threshold
decluster.default	Decluster Data Above a Threshold
decluster.intervals	Decluster Data Above a Threshold
decluster.runs	Decluster Data Above a Threshold
Denmint	Denver Minimum Temperature
Denversp	Denver July hourly precipitation amount.
devd	Extreme Value Distributions
distill.fevd	Distill Parameter Information
distill.fevd.bayesian	Distill Parameter Information
distill.fevd.lmoments	Distill Parameter Information
distill.fevd.mle	Distill Parameter Information

-- E --

erlevd	Effective Return Levels
extremalindex	Extemal Index
extRemes	extRemes - Weather and Climate Applications of Extreme Value Analysis (EVA)

-- F --

FCwx	Fort Collins, Colorado Weather Data
fevd	Fit An Extreme Value Distribution (EVD) to Data
findAllMCMCpars	Manipulate MCMC Output from fevd Objects
findpars	Get EVD Parameters
findpars.fevd	Get EVD Parameters
findpars.fevd.bayesian	Get EVD Parameters
findpars.fevd.lmoments	Get EVD Parameters
findpars.fevd.mle	Get EVD Parameters
Flood	United States Total Economic Damage Resulting from Floods
Fort	Daily precipitation amounts in Fort Collins, Colorado.
fpois	Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.data.frame	Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.default	Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.list	Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.matrix	Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
ftcanmax	Annual Maximum Precipitation: Fort Collins, Colorado

-- H --

HEAT	Summer Maximum and Minimum Temperature: Phoenix, Arizona
hwmi	Heat Wave Magnitude Index
hwmid	Heat Wave Magnitude Index

-- I --

is.fixedfevd	Stationary Fitted Model Check
is.qcov	Covariate Matrix for Non-Stationary EVD Projections

-- L --

levd	Extreme Value Likelihood
lr.test	Likelihood-Ratio Test

-- M --

make.qcov	Covariate Matrix for Non-Stationary EVD Projections
mrlplot	Mean Residual Life Plot

-- O --

Ground-Level Ozone Order Statistics.

-- P --

parcov.fevd	EVD Parameter Covariance
Peak	Salt River Peak Stream Flow
pevd	Extreme Value Distributions
pextRemes	Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd	Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.bayesian	Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.lmoments	Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.mle	Probabilities and Random Draws from Fitted EVDs
plot.atdf	Auto-Tail Dependence Function
plot.declustered	Decluster Data Above a Threshold
plot.fevd	Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.bayesian	Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.lmoments	Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.mle	Fit An Extreme Value Distribution (EVD) to Data
plot.qqplot	qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands
PORTw	Annual Maximum and Minimum Temperature
postmode	Posterior Mode from an MCMC Sample
postmode.fevd	Posterior Mode from an MCMC Sample
Potomac	Potomac River Peak Stream Flow Data.
print.declustered	Decluster Data Above a Threshold
print.extremalindex	Extemal Index
print.fevd	Fit An Extreme Value Distribution (EVD) to Data
print.return.level	Return Level Estimates
profliker	Profile Likelihood Function

-- Q --

qevd	Extreme Value Distributions
qqnorm	Normal qq-plot with 95 Percent Simultaneous Confidence Bands
qqplot	qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands

-- R --

relative.rank	Tail Dependence Test
return.level	Return Level Estimates
return.level.fevd	Return Level Estimates
return.level.fevd.bayesian	Return Level Estimates
return.level.fevd.lmoments	Return Level Estimates
return.level.fevd.mle	Return Level Estimates
return.level.ns.fevd.bayesian	Return Level Estimates
return.level.ns.fevd.mle	Return Level Estimates
revd	Extreme Value Distributions
revtrans.evd	Reverse Transformation
rextRemes	Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd	Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.bayesian	Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.lmoments	Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.mle	Probabilities and Random Draws from Fitted EVDs
rlevd	Return Levels for Extreme Value Distributions
Rsum	Hurricane Frequency Dataset.

-- S --

SantaAna	Santa Ana Winds Data
SEPTsp	Annual Maximum and Minimum Temperature
shiftplot	Shift Plot Between Two Sets of Data
strip	Strip Fitted EVD Object of Everything but the Parameter Estimates
strip.fevd	Strip Fitted EVD Object of Everything but the Parameter Estimates
summary.fevd	Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.bayesian	Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.lmoments	Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.mle	Fit An Extreme Value Distribution (EVD) to Data
summary.qqplot	qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands

-- T --

taildep	Tail Dependence
taildep.test	Tail Dependence Test
threshrange.plot	Threshold Selection Through Fitting Models to a Range of Thresholds
Tphap	Daily Maximum and Minimum Temperature in Phoenix, Arizona.
trans	Transform Data
trans.fevd	Transform Data

-- X --

xbooter	Additional Bootstrap Functions for Univariate EVA
xtibber	Test-Inversion Bootstrap for Extreme-Value Analysis