Functions for extreme value distributions


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Accompanying documentation is available in the subdirectory "doc" of the installed package.

A D E F L M O P Q R S U V

-- A --

abvnonpar Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
abvpar Parametric Dependence Functions of Bivariate Extreme Value Models
anova.evd Compare Nested EVD Objects
atvnonpar Non-parametric Estimates for Dependence Functions of the Trivariate Extreme Value Distribution
atvpar Parametric Dependence Functions of Trivariate Extreme Value Models

-- D --

dbvevd Parametric Bivariate Extreme Value Distributions
dextreme Distributions of Maxima and Minima
dfrechet The Frechet Distribution
dgev The Generalized Extreme Value Distribution
dgumbel The Gumbel Distribution
dmvevd Parametric Multivariate Extreme Value Distributions
dorder Distributions of Order Statistics
drweibull The Reversed Weibull Distribution

-- E --

evmc Simulate Markov Chains With Extreme Value Dependence Structures

-- F --

failure Failure Times
fbvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fextreme Maximum-likelihood Fitting of Maxima and Minima
fgev Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fitted.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
forder Maximum-likelihood Fitting of Order Statistics
fox Maximum Annual Flood Discharges of the Fox River

-- L --

lisbon Annual Maximum Wind Speeds at Lisbon
logLik.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

-- M --

mar Simulate MARMA(p,q) Processes
marma Simulate MARMA(p,q) Processes
mma Simulate MARMA(p,q) Processes

-- O --

ocmulgee Maximum Annual Flood Discharges of the Ocmulgee River
oldage Oldest Ages for Swedish Males and Females
oxford Annual Maximum Temperatures at Oxford

-- P --

pbvevd Parametric Bivariate Extreme Value Distributions
pextreme Distributions of Maxima and Minima
pfrechet The Frechet Distribution
pgev The Generalized Extreme Value Distribution
pgumbel The Gumbel Distribution
plot.bvevd Plot Diagnostics for a Bivariate EVD Object
plot.gev Plot Diagnostics for a GEV Object
plot.profile.evd Plot Profile Deviances and Calculate Profile Confidence Intervals
plot.profile2d.evd Plot Joint Profile Devainces
pmvevd Parametric Multivariate Extreme Value Distributions
porder Distributions of Order Statistics
portpirie Annual Maximum Sea Levels at Port Pirie
print.bvevd Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
print.evd Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
profile.evd Method for Profiling EVD Objects
profile2d Method for Profiling EVD Objects
prweibull The Reversed Weibull Distribution

-- Q --

qextreme Distributions of Maxima and Minima
qfrechet The Frechet Distribution
qgev The Generalized Extreme Value Distribution
qgumbel The Gumbel Distribution
qrweibull The Reversed Weibull Distribution

-- R --

rbvevd Parametric Bivariate Extreme Value Distributions
rextreme Distributions of Maxima and Minima
rfrechet The Frechet Distribution
rgev The Generalized Extreme Value Distribution
rgumbel The Gumbel Distribution
rmvevd Parametric Multivariate Extreme Value Distributions
rorder Distributions of Order Statistics
rrweibull The Reversed Weibull Distribution

-- S --

sask Maximum Annual Flood Discharges of the North Saskachevan River
sealevel Annual Sea Level Maxima at Dover and Harwich
std.errors Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

-- U --

uccle Rainfall Maxima at Uccle, Belguim

-- V --

venice Largest Sea Levels in Venice