Threshold exceedences and multivariate extremes

Documentation for package ‘texmex’ version 1.3

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A B C D E F G H I L M N P Q R S T U V W misc

texmex-package

Conditional multivariate extreme values modelling.

-- A --

addCov	Internal functions for texmex
AIC.gpd	Generalized Pareto distribution modelling

-- B --

bgpdSetSeed	Set the seed from a fitted bgpd object.
bootExtremalIndex	Extremal index estimation and automatic declustering
bootgpd	Parametric bootstrap for generalized Pareto models
bootMCS	Multivariate conditional Spearman's rho
bootmex	Bootstrap a conditional multivariate extreme values model

-- C --

chi	Measures of extremal dependence
coef.bgpd	Methods for texmex objects
coef.gpd	Generalized Pareto distribution modelling
coef.mex	Methods for texmex objects
coef.migpd	Methods for texmex objects
coefficients.bgpd	Methods for texmex objects
coefficients.gpd	Methods for texmex objects
coefficients.mex	Methods for texmex objects
coefficients.migpd	Methods for texmex objects
ConstraintsAreSatisfied	Internal functions for texmex
copula	Calculate the copula of a matrix of variables

-- D --

Dcond	Internal functions for texmex
declust	Extremal index estimation and automatic declustering
declust.default	Extremal index estimation and automatic declustering
declust.extremalIndex	Extremal index estimation and automatic declustering
dgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

-- E --

edf	Compute empirical distribution function
endPoint	Calculate upper end point for fitted GPD
endPoint.bgpd	Calculate upper end point for fitted GPD
endPoint.gpd	Calculate upper end point for fitted GPD
estimate_HT	Internal functions for texmex
estimate_HT_KPT_joint_posneg_nm	Internal functions for texmex
extremalIndex	Extremal index estimation and automatic declustering
extremalIndexRangeFit	Extremal index estimation and automatic declustering

-- F --

fittedGPDscale	Internal functions for texmex
fittedGPDshape	Internal functions for texmex

-- G --

gpd	Generalized Pareto distribution modelling
gpd.declustered	Extremal index estimation and automatic declustering
gpd.default	Generalized Pareto distribution modelling
gpdDelta	Internal functions for texmex
gpdFit	Internal functions for texmex
gpdRangeFit	Estimate generalized Pareto distribution parameters over a range of values

-- H --

hist.gpd

Internal functions for texmex

-- I --

info.gpd	Internal functions for texmex
initial_posneg	Internal functions for texmex
inv_Laplace	Internal functions for texmex

-- L --

linearPredictors	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.bgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.bootgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
linearPredictors.gpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
liver	Liver related laboratory data

-- M --

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
mrlPlot	Mean residual life plot

-- N --

namesBoot2bgpd

Internal functions for texmex

-- P --

pgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
plot.bgpd	Generalized Pareto distribution modelling
plot.bootgpd	Parametric bootstrap for generalized Pareto models
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.extremalIndex	Methods for texmex objects
plot.gpd	Generalized Pareto distribution modelling
plot.lp.bgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
plot.lp.bootgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
plot.lp.gpd	Predict return levels from Generalized Pareto Distribution 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.predict.mex	Conditional multivariate extreme values modelling
plot.rl.bgpd	Return levels
plot.rl.bootgpd	Return levels
plot.rl.gpd	Return levels
plotrl.gpd	Internal functions for texmex
plotRLgpd	Internal functions for texmex
PosGumb.Laplace.negloglik	Internal functions for texmex
PosGumb.Laplace.negProfileLogLik	Internal functions for texmex
ppgpd	Internal functions for texmex
predict.bgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.bootgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.gpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
predict.mex	Conditional multivariate extreme values modelling
print.bgpd	Generalized Pareto distribution modelling
print.bootgpd	Parametric bootstrap for generalized Pareto models
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.extremalIndex	Methods for texmex objects
print.gpd	Generalized Pareto distribution modelling
print.lp.bgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
print.lp.bootgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
print.lp.gpd	Predict return levels from Generalized Pareto Distribution 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.predict.mex	Methods for texmex objects
print.rl.bgpd	Return levels
print.rl.bootgpd	Return levels
print.rl.gpd	Return levels
print.summary.bgpd	Methods for texmex objects
print.summary.bootgpd	Parametric bootstrap for generalized Pareto models
print.summary.gpd	Methods for texmex objects
print.summary.predict.mex	Methods for texmex objects
Profile_likelihood_cd_nm_joint_D_KT	Internal functions for texmex
Profile_likelihood_cd_nm_joint_D_KT_neg	Internal functions for texmex
Profile_likelihood_HT_unc	Internal functions for texmex
profile_minmax_joint_posneg_KT	Internal functions for texmex

-- Q --

qgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qgpd2	Internal functions for texmex
qqgpd	Internal functions for texmex

-- R --

rain	Rain and wavesurge datasets.
revTransform	Internal functions for texmex
rFrechet	Internal functions for texmex
rgpd	Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
rl	Return levels
rl.bgpd	Return levels
rl.bootgpd	Return levels
rl.gpd	Return levels
rMaxAR	Internal functions for texmex
roots	Internal functions for texmex

-- S --

show.bootgpd	Parametric bootstrap for generalized Pareto models
show.bootMCS	Methods for texmex objects
show.bootmex	Bootstrap a conditional multivariate extreme values model
show.copula	Methods for texmex objects
show.declustered	Methods for texmex objects
show.extremalIndex	Methods for texmex objects
show.gpd	Generalized Pareto distribution modelling
show.MCS	Methods for texmex objects
show.mex	Methods for texmex objects
show.mexDependence	Methods for texmex objects
show.migpd	Methods for texmex objects
show.predict.mex	Methods for texmex objects
show.summary.bgpd	Methods for texmex objects
show.summary.bootgpd	Parametric bootstrap for generalized Pareto models
show.summary.gpd	Methods for texmex objects
show.summary.predict.mex	Methods for texmex objects
summary.bgpd	Methods for texmex objects
summary.bootgpd	Parametric bootstrap for generalized Pareto models
summary.bootMCS	Multivariate conditional Spearman's rho
summary.chi	Measures of extremal dependence
summary.copula	Methods for texmex objects
summary.gpd	Generalized Pareto distribution modelling
summary.lp.bgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
summary.lp.bootgpd	Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors.
summary.lp.gpd	Predict return levels from Generalized Pareto Distribution 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.predict.mex	Conditional multivariate extreme values modelling
summary.rl.bgpd	Return levels
summary.rl.bootgpd	Return levels
summary.rl.gpd	Return levels
summer	Air pollution data, separately for summer and winter months

-- T --

test.bootgpd	Validate the texmex package
test.bootmex	Validate the texmex package
test.chi	Validate the texmex package
test.closures	Internal functions for texmex
test.copula	Validate the texmex package
test.dgpd	Validate the texmex package
test.endPoint	Validate the texmex package
test.extremalIndex	Validate the texmex package
test.gpd	Validate the texmex package
test.gpdRangeFit	Validate the texmex package
test.info.gpd	Validate the texmex package
test.MCS	Validate the texmex package
test.mex	Validate the texmex package
test.mexDependence	Validate the texmex package
test.mexRangeFit	Validate the texmex package
test.migpd	Validate the texmex package
test.migpdCoefs	Validate the texmex package
test.mrlPlot	Validate the texmex package
test.pgpd	Validate the texmex package
test.plot.bootmex	Validate the texmex package
test.plot.chi	Validate the texmex package
test.plot.gpd	Validate the texmex package
test.plot.lp.gpd	Validate the texmex package
test.plot.mex	Validate the texmex package
test.plot.mexDependence	Validate the texmex package
test.plot.migpd	Validate the texmex package
test.plot.predict.mex	Validate the texmex package
test.plotrl.gpd	Validate the texmex package
test.predict.bgpd	Validate the texmex package
test.predict.bootgpd	Validate the texmex package
test.predict.gpd	Validate the texmex package
test.predict.mex	Validate the texmex package
test.qgpd	Validate the texmex package
test.revTransform	Validate the texmex package
test.rgpd	Validate the texmex package
test.thinAndBurn.bgpd	Validate the texmex package
texmex	Conditional multivariate extreme values modelling.
thinAndBurn	Process Metropolis output from GPD fitting to discard unwanted observations.
thinAndBurn.bgpd	Process Metropolis output from GPD fitting to discard unwanted observations.

-- U --

u2gpd

Internal functions for texmex

-- V --

validate.texmex

Validate the texmex package

-- W --

wavesurge	Rain and wavesurge datasets.
winter	Air pollution data, separately for summer and winter months

-- misc --

.extRemes.decluster.intervals	Internal functions for texmex
.extRemes.decluster.runs	Internal functions for texmex
.extRemes.exi.intervals	Internal functions for texmex