A B C D E F G H I L M N P Q R S T U W
| texmex-package | Extreme value modelling |
| addCoefficients | Internal functions for texmex |
| addCov | Worker functions for prediction |
| addCovariance | Internal functions for texmex |
| AIC.evmOpt | Extreme value modelling |
| bootExtremalIndex | Extremal index estimation and automatic declustering |
| bootMCS | Multivariate conditional Spearman's rho |
| bootmex | Bootstrap a conditional multivariate extreme values model |
| chi | Measures of extremal dependence |
| coef.evmBoot | Methods for texmex objects |
| coef.evmOpt | Extreme value modelling |
| coef.evmSim | Methods for texmex objects |
| coef.mex | Methods for texmex objects |
| coef.migpd | Methods for texmex objects |
| coefficients.evmBoot | Methods for texmex objects |
| coefficients.evmOpt | Methods for texmex objects |
| coefficients.evmSim | Methods for texmex objects |
| coefficients.mex | Methods for texmex objects |
| coefficients.migpd | Methods for texmex objects |
| ConstraintsAreSatisfied | Internal functions for texmex |
| constructEVM | Internal functions for texmex |
| copula | Calculate the copula of a matrix of variables |
| declust | Extremal index estimation and automatic declustering |
| declust.default | Extremal index estimation and automatic declustering |
| declust.extremalIndex | Extremal index estimation and automatic declustering |
| dgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
| dgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
| edf | Compute empirical distribution function |
| 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 | Extreme value modelling |
| evmFit | Internal functions for texmex |
| evmSim | Extreme value modelling |
| evmSimSetSeed | Set the seed from a fitted evmSim object. |
| extremalIndex | Extremal index estimation and automatic declustering |
| extremalIndexRangeFit | Extremal index estimation and automatic declustering |
| findFormulae | Worker functions for texmex |
| getPlotRLdata | Internal functions for texmex |
| gev | Create families of distributions |
| gpd | Create families of distributions |
| gpd.info | Internal functions for texmex |
| gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
| hist.evmOpt | Internal functions for texmex |
| initRNG | Extreme value modelling |
| 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 |
| MCS | Multivariate conditional Spearman's rho |
| mex | Conditional multivariate extreme values modelling |
| mexDependence | Estimate the dependence parameters in a conditional multivariate extreme values model |
| mexRangeFit | Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds. |
| mexTransform | Internal functions for texmex |
| migpd | Fit multiple independent generalized Pareto models |
| migpdCoefs | Change values of parameters in a migpd object |
| mrl | Mean residual life plot |
| namesBoot2sim | Internal functions for texmex |
| pgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
| pgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto 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 | Calculate the copula of a matrix of variables |
| plot.declustered | Extremal index estimation and automatic declustering |
| plot.evmBoot | Extreme value modelling |
| plot.evmOpt | Extreme value modelling |
| plot.evmSim | Extreme value modelling |
| plot.extremalIndex | Methods for texmex objects |
| plot.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
| plot.hist.evmOpt | Methods for texmex objects |
| plot.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
| plot.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
| plot.lp.evmSim | 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.mexRangeFit | Methods for texmex objects |
| plot.migpd | Fit multiple independent generalized Pareto models |
| plot.mrl | Mean residual life plot |
| plot.ppevm | Methods for texmex objects |
| plot.predict.mex | Conditional multivariate extreme values modelling |
| plot.qqevm | Methods for texmex objects |
| plot.rl.evmBoot | Return levels |
| plot.rl.evmOpt | Return levels |
| plot.rl.evmSim | Return levels |
| plotrl.evm | Internal functions for texmex |
| plotrl.evmOpt | Internal functions for texmex |
| plotRLevm | Internal functions for texmex |
| portpirie | Rain, wavesurge and portpirie datasets. |
| PosGumb.Laplace.negloglik | Internal functions for texmex |
| PosGumb.Laplace.negProfileLogLik | Internal functions for texmex |
| ppevm | Internal functions for texmex |
| 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 | Methods for texmex objects |
| print.bootmex | Bootstrap a conditional multivariate extreme values model |
| print.chi | Methods for texmex objects |
| print.copula | Methods for texmex objects |
| print.declustered | Methods for texmex objects |
| print.evmBoot | Extreme value modelling |
| print.evmOpt | Extreme value modelling |
| print.evmSim | Extreme value modelling |
| print.extremalIndex | Methods for texmex objects |
| print.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
| print.hist.evmOpt | Methods for texmex objects |
| print.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
| print.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
| print.lp.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
| print.MCS | Methods for texmex objects |
| print.mex | Methods for texmex objects |
| print.mexDependence | Methods for texmex objects |
| print.migpd | Methods for texmex objects |
| print.mrl | Mean residual life plot |
| print.ppevm | Methods for texmex objects |
| print.predict.mex | Methods for texmex objects |
| print.rl.evmBoot | Return levels |
| print.rl.evmOpt | Return levels |
| print.rl.evmSim | Return levels |
| print.summary.evmBoot | Methods for texmex objects |
| print.summary.evmOpt | Methods for texmex objects |
| print.summary.evmSim | Methods for texmex objects |
| print.summary.predict.mex | Methods for texmex objects |
| print.texmexFamily | Create families of distributions |
| qgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
| qgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
| qgpd2 | Internal functions for texmex |
| qqevm | Internal functions for texmex |
| rain | Rain, wavesurge and portpirie datasets. |
| revTransform | Internal functions for texmex |
| rFrechet | Internal functions for texmex |
| rgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
| rgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
| rl | Return levels |
| rl.evmBoot | Return levels |
| rl.evmOpt | Return levels |
| rl.evmSim | Return levels |
| rMaxAR | Internal functions for texmex |
| summary.bootMCS | Multivariate conditional Spearman's rho |
| summary.chi | Measures of extremal dependence |
| summary.copula | Methods for texmex objects |
| summary.evmBoot | Extreme value modelling |
| summary.evmOpt | Extreme value modelling |
| summary.evmSim | Extreme value modelling |
| summary.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
| summary.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
| summary.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
| summary.lp.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
| summary.MCS | Methods for texmex objects |
| summary.mex | Methods for texmex objects |
| summary.migpd | Methods for texmex objects |
| summary.mrl | Mean residual life plot |
| summary.predict.mex | Conditional multivariate extreme values modelling |
| summary.rl.evmBoot | Return levels |
| summary.rl.evmOpt | Return levels |
| summary.rl.evmSim | Return levels |
| summary.texmexFamily | Create families of distributions |
| summer | Air pollution data, separately for summer and winter months |
| texmex | Extreme value modelling |
| texmexCheckMap | Extreme value modelling |
| texmexFamily | Create families of distributions |
| texmexGetParam | Worker functions for texmex |
| texmexJumpConst | Extreme value modelling |
| texmexMakeCI | Worker functions for prediction |
| texmexMakeCISim | Worker functions for prediction |
| texmexMakeCovariance | Worker functions for prediction |
| texmexMakeNewdataD | Worker functions for prediction |
| texmexMakeParams | Worker functions for prediction |
| texmexMethod | Worker functions for texmex |
| texmexMetropolis | Extreme value modelling |
| texmexParameters | Worker functions for texmex |
| texmexPredictSE | Worker functions for prediction |
| texmexPrepareData | Worker functions for texmex |
| texmexPrior | Worker functions for texmex |
| texmexPriorParameters | Worker functions for texmex |
| texmexPst | Internal functions for texmex |
| texmexThresholdData | Worker functions for texmex |
| texmexTrace | Worker functions for texmex |
| 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. |
| u2gpd | Internal functions for texmex |
| wavesurge | Rain, wavesurge and portpirie datasets. |
| winter | Air pollution data, separately for summer and winter months |