An Introduction to Statistical Modeling of Extreme Values

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Documentation for package ‘ismev’ version 1.42

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dowjones Daily Closing Prices of The Dow Jones Index
engine Engine Failure Time Data
euroex UK/Euro Exchange Rates
exchange UK/US and UK/Canada Exchange Rates
fremantle Annual Maximum Sea Levels at Fremantle, Western Australia
gamGPDboot Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation
gamGPDfit Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation
gev.diag Diagnostic Plots for GEV Models
gev.fit Maximum-likelihood Fitting of the GEV Distribution
gev.prof Profile Log-likelihoods for Stationary GEV Models
gev.profxi Profile Log-likelihoods for Stationary GEV Models
glass Breaking Strengths of Glass Fibres
gpd.diag Diagnostic Plots for GPD Models
gpd.fit Maximum-likelihood Fitting for the GPD Model
gpd.fitrange Fitting the GPD Model Over a Range of Thresholds
gpd.prof Profile Log-likelihoods for Stationary GPD Models
gpd.profxi Profile Log-likelihoods for Stationary GPD Models
gum.diag Diagnostic Plots for Gumbel Models
gum.fit Maximum-likelihood Fitting of the Gumbel Distribution
ismev ismev - an Introduction to Statistical Modeling of Extreme Values
mrl.plot Mean Residual Life Plot
portpirie Annual Maximum Sea Levels at Port Pirie, South Australia
pp.diag Diagnostic Plots for Point Process Models
pp.fit Maximum-likelihood Fitting for the Point Process Model
pp.fitrange Fitting the Point Process Model Over a Range of Thresholds
rain Daily Rainfall Accumulations in South-West England
rlarg.diag Diagnostic Plots for Order Statistics Models
rlarg.fit Maximum-likelihood Fitting of Order Statistics Model
venice Venice Sea Levels
wavesurge Wave and Surge Heights in South-West England
wind Annual Maximum Wind Speeds at Albany and Hartford
wooster Minimum Temperatures at Wooster, Ohio