mev-package |
Multivariate Extreme Value Distributions |
angextrapo |
Bivariate angular function for extrapolation based on rays |
angmeas |
Rank-based transformation to angular measure |
angmeasdir |
Dirichlet mixture model for the spectral density |
chibar |
Parametric estimates of \bar{chi} |
confint.extprof |
Confidence intervals for profile likelihood objects |
confint.fr |
Confidence intervals for profile likelihood derived from TEM |
egp |
Extended generalised Pareto families |
egp.fit |
Fit of extended GP models and parameter stability plots |
egp.fitrange |
Fit of extended GP models and parameter stability plots |
egp2 |
Extended generalised Pareto families of Naveau et al. (2016) |
egp2.fit |
Fit an extended generalized Pareto distribution of Naveau et al. |
egp2.G |
Carrier distribution for the extended GP distributions of Naveau et al. |
emplik |
Self-concordant empirical likelihood for a vector mean |
ext.index |
Extremal index estimators based on interexceedance time and gap of exceedances |
gev |
Generalized extreme value distribution |
gev.abias |
Asymptotic bias of block maxima for fixed sample sizes |
gev.bcor |
Bias correction for GEV distribution using Firth's modified score function or bias substraction |
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 |
Modified profile likelihood for the generalized extreme value distribution |
gev.tem |
Tangent exponential model approximation for the GEV distribution |
gevN |
Generalized extreme value distribution (quantile/mean of N-block maxima parametrization) |
gevr |
Generalized extreme value distribution (return level parametrization) |
gp.fit |
Peaks-over-threshold modelling using the generalized Pareto distribution |
gpd |
Generalized Pareto distribution |
gpd.abias |
Asymptotic bias of threshold exceedances for k order statistics |
gpd.bcor |
Bias correction for GP distribution using Firth's modified score function or bias substraction |
gpd.mle |
Generalized Pareto maximum likelihood estimates for various quantities of interest |
gpd.pll |
Modified profile likelihood for the generalized Pareto distribution |
gpd.tem |
Tangent exponential model approximation for the GP distribution |
gpde |
Generalized Pareto distribution (expected shortfall parametrization) |
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) |
mev |
Multivariate Extreme Value Distributions |
mvrnorm |
Multivariate Normal distribution sampler |
NC.diag |
Score and likelihood ratio tests fit of equality of shape over multiple thresholds |
plot.extprof |
Plot of (modified) profile likelihood |
plot.fr |
Plot of tangent exponential model profile likelihood |
rdir |
Random variate generation for Dirichlet distribution on Sd |
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 |
smith.penult |
Smith (1987) penultimate approximations |
smith.penult.fn |
Smith (1987) third penultimate approximation |
spline.corr |
Spline correction for Fraser-Reid approximations |
W.diag |
Wadsworth's univariate and bivariate exponential threshold diagnostics |