Function reference • mev

All functions

NC.diag(): Score and likelihood ratio tests fit of equality of shape over multiple thresholds

W.diag(): Wadsworth's univariate and bivariate exponential threshold diagnostics

abisko: Abisko rainfall

angextrapo(): Bivariate angular function for extrapolation based on rays

angmeas(): Rank-based transformation to angular measure

angmeasdir(): Dirichlet mixture smoothing of the angular measure

automrl(): Automated mean residual life plots

confint(<eprof>): Confidence intervals for profile likelihood objects

cvselect(): Threshold selection via coefficient of variation

distg(): Distance matrix with geometric anisotropy

egp: Extended generalised Pareto families

emplik(): Self-concordant empirical likelihood for a vector mean

eskrain: Eskdalemuir Observatory Daily Rainfall

expme(): Exponent measure for multivariate generalized Pareto distributions

ext.index(): Extremal index estimators based on interexceedance time and gap of exceedances

extcoef(): Estimators of the extremal coefficient

extgp.G: Carrier distribution for the extended GP distributions of Naveau et al.

extgp: Extended generalised Pareto families of Naveau et al. (2016)

extremo(): Pairwise extremogram for max-risk functional

fit.egp() tstab.egp(): Parameter stability plot and maximum likelihood routine for extended GP models

fit.extgp(): Fit an extended generalized Pareto distribution of Naveau et al.

fit.gev(): Maximum likelihood estimation for the generalized extreme value distribution

fit.gpd(): Maximum likelihood estimation for the generalized Pareto distribution

fit.pp(): Maximum likelihood estimation of the point process of extremes

fit.rlarg(): Maximum likelihood estimates of point process for the r-largest observations

geomagnetic: Magnetic storms

gev.Nyr(): N-year return levels, median and mean estimate

gev: Generalized extreme value distribution

gev.abias(): Asymptotic bias of block maxima for fixed sample sizes

gev.bcor(): Bias correction for GEV distribution

gev.mle(): Generalized extreme value maximum likelihood estimates for various quantities of interest

gev.pll(): Profile log-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)

qgev() rgev() dgev() pgev(): Generalized extreme value distribution

gevr: Generalized extreme value distribution (return level parametrization)

gpd: Generalized Pareto distribution

gpd.abias(): Asymptotic bias of threshold exceedances for k order statistics

gpd.bcor(): Bias correction for GP distribution

gpd.boot(): Bootstrap approximation for generalized Pareto parameters

gpd.mle(): Generalized Pareto maximum likelihood estimates for various quantities of interest

gpd.pll(): Profile log-likelihood for the generalized Pareto distribution

gpd.tem(): Tangent exponential model approximation for the GP distribution

gpdN: Generalized Pareto distribution (mean of maximum of N exceedances parametrization)

gpde: Generalized Pareto distribution (expected shortfall parametrization)

pgp() dgp() qgp() rgp(): Generalized Pareto distribution

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)

likmgp(): Likelihood for multivariate peaks over threshold models

maiquetia: Maiquetia Daily Rainfall

maxstabtest(): P-P plot for testing max stability

mvrnorm(): Multivariate Normal distribution sampler

nidd: River Nidd Flow

plot(<eprof>): Plot of (modified) profile likelihood

plot(<fr>): Plot of tangent exponential model profile likelihood

pp: Poisson process of extremes.

rdir(): Random variate generation for Dirichlet distribution on \(S_{d}\)

rgparp(): Simulation from generalized R-Pareto processes

rlarg: Distribution of the r-largest observations

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

rparpcs(): Simulation from Pareto processes (max) using composition sampling

rparpcshr(): Simulation of generalized Huesler-Reiss Pareto vectors via composition sampling

rrlarg(): Simulate r-largest observations from point process of extremes

scoreindep(): Ramos and Ledford test of independence

smith.penult(): Smith's penultimate approximations

spunif(): Semi-parametric marginal transformation to uniform

taildep(): Coefficient of tail correlation and tail dependence

tstab.gpd(): Parameter stability plots for peaks-over-threshold

venice: Venice Sea Levels

vmetric.diag(): Metric-based threshold selection

w1500m: Best 200 times of Women 1500m Track

xasym(): Coefficient of extremal asymmetry