| abisko |
Abisko rainfall |
| angextrapo |
Bivariate angular function for extrapolation based on rays |
| angmeas |
Rank-based transformation to angular measure |
| angmeasdir |
Dirichlet mixture smoothing of the angular measure |
| automrl |
Automated mean residual life plots |
| confint.eprof |
Confidence intervals for profile likelihood objects |
| cvselect |
Threshold selection via coefficient of variation |
| dgev |
Generalized extreme value distribution |
| dgp |
Generalized Pareto distribution |
| distg |
Distance matrix with geometric anisotropy |
| egp |
Extended generalised Pareto families |
| emplik |
Self-concordant empirical likelihood for a vector mean |
| eskrain |
Eskdalemuir Observatory Daily Rainfall |
| expme |
Exponent measure for multivariate generalized Pareto distributions |
| ext.index |
Extremal index estimators based on interexceedance time and gap of exceedances |
| extcoef |
Estimators of the extremal coefficient |
| extgp |
Extended generalised Pareto families of Naveau et al. (2016) |
| extgp.G |
Carrier distribution for the extended GP distributions of Naveau et al. |
| extremo |
Pairwise extremogram for max-risk functional |
| fit.egp |
Parameter stability plot and maximum likelihood routine for extended GP models |
| fit.extgp |
Fit an extended generalized Pareto distribution of Naveau et al. |
| fit.gev |
Maximum likelihood estimation for the generalized extreme value distribution |
| fit.gpd |
Maximum likelihood estimation for the generalized Pareto distribution |
| fit.pp |
Maximum likelihood estimation of the point process of extremes |
| fit.rlarg |
Maximum likelihood estimates of point process for the r-largest observations |
| frwind |
French wind data |
| geomagnetic |
Magnetic storms |
| gev |
Generalized extreme value distribution |
| gev.abias |
Asymptotic bias of block maxima for fixed sample sizes |
| gev.bcor |
Bias correction for GEV distribution |
| gev.mle |
Generalized extreme value maximum likelihood estimates for various quantities of interest |
| gev.Nyr |
N-year return levels, median and mean estimate |
| gev.pll |
Profile log-likelihood for the generalized extreme value distribution |
| gev.tem |
Tangent exponential model approximation for the GEV distribution |
| gevdist |
Generalized extreme value distribution |
| gevN |
Generalized extreme value distribution (quantile/mean of N-block maxima parametrization) |
| gevr |
Generalized extreme value distribution (return level parametrization) |
| gpd |
Generalized Pareto distribution |
| gpd.abias |
Asymptotic bias of threshold exceedances for k order statistics |
| gpd.bcor |
Bias correction for GP distribution |
| gpd.boot |
Bootstrap approximation for generalized Pareto parameters |
| gpd.mle |
Generalized Pareto maximum likelihood estimates for various quantities of interest |
| gpd.pll |
Profile log-likelihood for the generalized Pareto distribution |
| gpd.tem |
Tangent exponential model approximation for the GP distribution |
| gpde |
Generalized Pareto distribution (expected shortfall parametrization) |
| gpdist |
Generalized Pareto distribution |
| gpdN |
Generalized Pareto distribution (mean of maximum of N exceedances parametrization) |
| gpdr |
Generalized Pareto distribution (return level parametrization) |
| ibvpot |
Interpret bivariate threshold exceedance models |
| infomat.test |
Information matrix test statistic and MLE for the extremal index |
| lambdadep |
Estimation of the bivariate lambda function of Wadsworth and Tawn (2013) |
| likmgp |
Likelihood for multivariate peaks over threshold models |
| maiquetia |
Maiquetia Daily Rainfall |
| maxstabtest |
P-P plot for testing max stability |
| mvrnorm |
Multivariate Normal distribution sampler |
| NC.diag |
Score and likelihood ratio tests fit of equality of shape over multiple thresholds |
| nidd |
River Nidd Flow |
| nutrients |
Nutrient data |
| pandemics |
Deaths from pandemics |
| pgev |
Generalized extreme value distribution |
| pgp |
Generalized Pareto distribution |
| PickandsXU |
Extreme U-statistic Pickands estimator |
| plot.eprof |
Plot of (modified) profile likelihood |
| plot.fr |
Plot of tangent exponential model profile likelihood |
| pp |
Poisson process of extremes. |
| qgev |
Generalized extreme value distribution |
| qgp |
Generalized Pareto distribution |
| rdir |
Random variate generation for Dirichlet distribution on Sd |
| rgev |
Generalized extreme value distribution |
| rgp |
Generalized Pareto distribution |
| rgparp |
Simulation from generalized R-Pareto processes |
| rlarg |
Distribution of the r-largest observations |
| rmev |
Exact simulations of multivariate extreme value distributions |
| rmevspec |
Random samples from spectral distributions of multivariate extreme value models. |
| rparp |
Simulation from R-Pareto processes |
| rparpcs |
Simulation from Pareto processes using composition sampling |
| rparpcshr |
Simulation of generalized Huesler-Reiss Pareto vectors via composition sampling |
| rrlarg |
Simulate r-largest observations from point process of extremes |
| scoreindep |
Ramos and Ledford test of independence |
| smith.penult |
Smith's penultimate approximations |
| spunif |
Semi-parametric marginal transformation to uniform |
| taildep |
Coefficient of tail correlation and tail dependence |
| tstab.egp |
Parameter stability plot and maximum likelihood routine for extended GP models |
| tstab.gpd |
Parameter stability plots for peaks-over-threshold |
| venice |
Venice Sea Levels |
| vmetric.diag |
Metric-based threshold selection |
| W.diag |
Wadsworth's univariate and bivariate exponential threshold diagnostics |
| w1500m |
Best 200 times of Women 1500m Track |
| xasym |
Coefficient of extremal asymmetry |
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