Extreme Value Statistics and Quantile Estimation
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Documentation for package ‘extremeStat’ version 1.5.9
Help Pages
| annMax | annual discharge maxima (streamflow) |
| distLexBoot | Bootstrapping uncertainty intervals for return periods |
| distLextreme | Extreme value stats |
| distLfit | Fit distributions via L-moments |
| distLquantile | distribution quantiles |
| distLweights | Compute distribution weights from GOF |
| extremeStat | Extreme value statistics on a linear scale |
| plotLexBoot | Bootstrapping uncertainty intervals for return periods |
| plotLextreme | Plot extreme value statistics |
| plotLfit | Plot distributions fitted with L-moments |
| plotLquantile | Plot quantiles of distributions fitted with L-moments |
| plotLweights | Distribution rank comparison |
| printL | print dlf objects |
| quantGPD | Fast GPD quantile estimate |
| q_gpd | GPD quantile of sample |
| q_weighted | Compute weighted averages of quantile estimates |
| weightp | distribution weights |