Statistical Modelling of Extreme Values

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Documentation for package ‘texmex’ version 2.4.9

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

A B C D E G J L M N P Q R S T W misc

texmex-package

Extreme value modelling

-- A --

addExcesses	Annotate a threshold selection ggplot
AIC.evmOpt	Information Criteria
AIC.evmSim	Information Criteria

-- B --

bootExtremalIndex	Extremal index estimation and automatic declustering
bootMCS	Multivariate conditional Spearman's rho
bootmex	Bootstrap a conditional multivariate extreme values model

-- C --

calcJointExceedanceCurve	Joint exceedance curves
cgpd	Create families of distributions
chi	Measures of extremal dependence
coef.evmBoot	Bootstrap an evmOpt fit
copula	Calculate the copula of a matrix of variables
copula.data.frame	Calculate the copula of a matrix of variables
copula.default	Calculate the copula of a matrix of variables
copula.matrix	Calculate the copula of a matrix of variables
cv	Cross-validation for a model object
cv.evmOpt	Cross-validation for the shape parameter in an extreme values model

-- D --

declust	Extremal index estimation and automatic declustering
declust.default	Extremal index estimation and automatic declustering
declust.extremalIndex	Extremal index estimation and automatic declustering
degp3	Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
dgev	Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
dglo	Generalized logistic distribution
dgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
dgumbel	The Gumbel distribution

-- E --

edf	Compute empirical distribution function
egp3	Create families of distributions
egp3RangeFit	Estimate the EGP3 distribution power parameter over a range of thresholds
endPoint	Calculate upper end point for a fitted extreme value model
endPoint.evmBoot	Calculate upper end point for a fitted extreme value model
endPoint.evmOpt	Calculate upper end point for a fitted extreme value model
endPoint.evmSim	Calculate upper end point for a fitted extreme value model
evm	Extreme value modelling
evm.declustered	Extremal index estimation and automatic declustering
evm.default	Extreme value modelling
evmBoot	Bootstrap an evmOpt fit
evmReal	Extreme value modelling
evmSim	MCMC simulation around an evmOpt fit
evmSimSetSeed	Set the seed from a fitted evmSim object.
extremalIndex	Extremal index estimation and automatic declustering
extremalIndexRangeFit	Extremal index estimation and automatic declustering

-- G --

geom_jointExcCurve	Joint exceedance curves
gev	Create families of distributions
ggacfplots	Diagnostic plots for the Markov chains in an evmSim object
ggbootdensplots	Diagnostic plots for the replicate estimated parameter values in an evmBoot object
ggdensplots	Diagnostic plots for the Markov chains in an evmSim object
ggplot.bootMCS	Multivariate conditional Spearman's rho
ggplot.chi	Measures of extremal dependence
ggplot.copula	Fancy plotting for copulas
ggplot.cv	Cross-validation for a model object
ggplot.declustered	Diagnostic plots for an declustered object
ggplot.egp3RangeFit	Estimate the EGP3 distribution power parameter over a range of thresholds
ggplot.evmBoot	Diagnostic plots for the replicate estimated parameter values in an evmBoot object
ggplot.evmOpt	Diagnostic plots for an evm object
ggplot.evmOpt,	Diagnostic plots for an evm object
ggplot.evmSim	Diagnostic plots for the Markov chains in an evmSim object
ggplot.extremalIndex	Diagnostic plots for an declustered object
ggplot.extremalIndexRangeFit	Extremal index estimation and automatic declustering
ggplot.gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
ggplot.hist.evmOpt	Diagnostic plots for an evm object
ggplot.lp.evmBoot	Plotting function for return level estimation
ggplot.lp.evmOpt	Plotting function for return level estimation
ggplot.lp.evmSim	Plotting function for return level estimation
ggplot.MCS	Multivariate conditional Spearman's rho
ggplot.mex	Conditional multivariate extreme values modelling
ggplot.migpd	Fit multiple independent generalized Pareto models
ggplot.mrl	Mean residual life plot
ggplot.ppevm	Diagnostic plots for an evm object
ggplot.predict.mex	Conditional multivariate extreme values modelling
ggplot.qqevm	Diagnostic plots for an evm object
ggplot.rl.evmBoot	Plotting function for return level estimation
ggplot.rl.evmOpt	Plotting function for return level estimation
ggplot.rl.evmSim	Plotting function for return level estimation
ggplotrl	Diagnostic plots for an evm object
ggtraceplots	Diagnostic plots for the Markov chains in an evmSim object
glo	Create families of distributions
gpd	Create families of distributions
gpd.prof	Profile likelihood based confidence intervals for GPD
gpdIntCensored	Create families of distributions
gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
gumbel	Create families of distributions

-- J --

JointExceedanceCurve	Joint exceedance curves
JointExceedanceCurve.default	Joint exceedance curves
JointExceedanceCurve.mexMC	Joint exceedance curves
JointExceedanceCurve.predict.mex	Joint exceedance curves

-- L --

linearPredictors	Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmBoot	Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmOpt	Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmSim	Predict return levels from extreme value models, or obtain the linear predictors.
liver	Liver related laboratory data
logLik.evmOpt	Log-likelihood for evmOpt objects

-- M --

makeReferenceMarginalDistribution	Provide full marginal reference distribution for for maringal transformation
MCS	Multivariate conditional Spearman's rho
mex	Conditional multivariate extreme values modelling
mexAll	Conditional multivariate extreme values modelling
mexDependence	Estimate the dependence parameters in a conditional multivariate extreme values model
mexMonteCarlo	Simulation from dependence models
mexRangeFit	Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds.
migpd	Fit multiple independent generalized Pareto models
migpdCoefs	Change values of parameters in a migpd object
mrl	Mean residual life plot

-- N --

nidd	Rain, wavesurge, portpirie and nidd datasets.

-- P --

pegp3	Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
pgev	Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
pglo	Generalized logistic distribution
pgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
pgumbel	The Gumbel distribution
plot.bootMCS	Multivariate conditional Spearman's rho
plot.bootmex	Bootstrap a conditional multivariate extreme values model
plot.chi	Measures of extremal dependence
plot.copula	Plot copulas
plot.cv	Cross-validation for a model object
plot.declustered	Extremal index estimation and automatic declustering
plot.egp3RangeFit	Estimate the EGP3 distribution power parameter over a range of thresholds
plot.evmBoot	Bootstrap an evmOpt fit
plot.evmOpt	Plots for evmOpt objects
plot.evmSim	Plots for evmSim objects
plot.extremalIndexRangeFit	Extremal index estimation and automatic declustering
plot.gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
plot.lp.evmOpt	Predict return levels from extreme value models, or obtain the linear predictors.
plot.MCS	Multivariate conditional Spearman's rho
plot.mex	Conditional multivariate extreme values modelling
plot.migpd	Fit multiple independent generalized Pareto models
plot.mrl	Mean residual life plot
plot.predict.mex	Conditional multivariate extreme values modelling
plot.rl.evmBoot	Return levels
plot.rl.evmOpt	Return levels
plot.rl.evmSim	Return levels
portpirie	Rain, wavesurge, portpirie and nidd datasets.
predict.evmBoot	Predict return levels from extreme value models, or obtain the linear predictors.
predict.evmOpt	Predict return levels from extreme value models, or obtain the linear predictors.
predict.evmSim	Predict return levels from extreme value models, or obtain the linear predictors.
predict.mex	Conditional multivariate extreme values modelling
print.bootMCS	Multivariate conditional Spearman's rho
print.bootmex	Bootstrap a conditional multivariate extreme values model
print.chi	Measures of extremal dependence
print.cv	Cross-validation for a model object
print.declustered	Extremal index estimation and automatic declustering
print.egp3RangeFit	Estimate the EGP3 distribution power parameter over a range of thresholds
print.evmBoot	Bootstrap an evmOpt fit
print.evmOpt	Print evmOpt objects
print.extremalIndex	Extremal index estimation and automatic declustering
print.gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
print.jointExcCurve	Joint exceedance curves
print.lp.evmOpt	Predict return levels from extreme value models, or obtain the linear predictors.
print.MCS	Multivariate conditional Spearman's rho
print.mex	Conditional multivariate extreme values modelling
print.mexList	Conditional multivariate extreme values modelling
print.mrl	Mean residual life plot
print.rl.evmOpt	Return levels
print.summary.bootMCS	Multivariate conditional Spearman's rho
print.summary.chi	Measures of extremal dependence
print.summary.evmBoot	Bootstrap an evmOpt fit
print.summary.gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
print.summary.mex	Conditional multivariate extreme values modelling
print.summary.mrl	Mean residual life plot
print.summary.texmexFamily	Create families of distributions
print.texmexFamily	Create families of distributions

-- Q --

qegp3	Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
qgev	Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
qglo	Generalized logistic distribution
qgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qgumbel	The Gumbel distribution

-- R --

rain	Rain, wavesurge, portpirie and nidd datasets.
rain, wavesurge and portpirie	Rain, wavesurge, portpirie and nidd datasets.
regp3	Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
rFrechet	Extreme Value random process generation.
rgev	Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
rglo	Generalized logistic distribution
rgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
rgumbel	The Gumbel distribution
rl	Return levels
rl.evmBoot	Return levels
rl.evmOpt	Return levels
rl.evmSim	Return levels
rMaxAR	Extreme Value random process generation.

-- S --

simulate.evmBoot	Simulate from a fitted evm object
simulate.evmOpt	Simulate from a fitted evm object
simulate.evmSim	Simulate from a fitted evm object
summary.bootMCS	Multivariate conditional Spearman's rho
summary.chi	Measures of extremal dependence
summary.cv	Cross-validation for a model object
summary.evmBoot	Bootstrap an evmOpt fit
summary.gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values
summary.mex	Conditional multivariate extreme values modelling
summary.mrl	Mean residual life plot
summary.predict.mex	Conditional multivariate extreme values modelling
summary.texmexFamily	Create families of distributions
summer	Air pollution data, separately for summer and winter months
summer and winter data	Air pollution data, separately for summer and winter months

-- T --

texmex	Extreme value modelling
texmexFamily	Create families of distributions
thinAndBurn	Process Metropolis output from extreme value model fitting to discard unwanted observations.
thinAndBurn.evmSim	Process Metropolis output from extreme value model fitting to discard unwanted observations.

-- W --

wavesurge	Rain, wavesurge, portpirie and nidd datasets.
weibull	Create families of distributions
winter	Air pollution data, separately for summer and winter months

-- misc --

.exprel	Accurately compute (exp(x) - 1) / x
.log1mexp	Accurately compute log(1-exp(x))
.log1prel	Accurately compute log(1 + x) / x
.specfun.safe.product	Compute pmax(x y, -1) in such a way that zeros in x beat infinities in y.