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          abisko  
        Abisko rainfall 
      
          angextrapo()  
        Bivariate angular dependence function for extrapolation based on rays 
      
          angmeas()  
        Rank-based transformation to angular measure 
      
          angmeasdir()  
        Dirichlet mixture smoothing of the angular measure 
      
          confint(<eprof> )  
        Confidence intervals for profile likelihood objects 
      
          dgeoaniso()  
        Distance matrix with geometric anisotropy 
      
          egp  
        Extended generalised Pareto families 
      
          egp.pll()  
        Profile log likelihood for extended generalized Pareto models 
      
          pegp() degp() qegp() regp()  
        Extended generalized Pareto distribution 
      
          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()  
        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.rho()  
        Estimator of the second order tail index parameter 
      
          fit.rlarg()  
        Maximum likelihood estimates of point process for the r-largest observations 
      
          fit.shape()  
        Shape parameter estimates 
      
          fit.wgpd()  
        Maximum likelihood estimation for weighted generalized Pareto distribution 
      
          frwind  
        French wind data 
      
          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.lmom()  
        Estimation of generalized Pareto parameters via L-moments 
      
          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 
      
          kjtail()  
        Estimators of the tail coefficient 
      
          lambdadep()  
        Estimation of the bivariate angular dependence function of Wadsworth and Tawn (2013) 
      
          leedspollution  
        Leeds air pollution 
      
          likmgp()  
        Likelihood for multivariate peaks over threshold models 
      
          maiquetia  
        Maiquetia Daily Rainfall 
      
          maxstable()  
        Transform arguments using max stability 
      
          mvrnorm()  
        Multivariate Normal distribution sampler 
      
          nidd  
        River Nidd Flow 
      
          nutrients  
        Nutrient data 
      
          pandemics  
        Deaths from pandemics 
      
          penultimate()  
        Smith's penultimate approximations 
      
          plot(<eprof> )  
        Plot of (modified) profile likelihood 
      
          plot(<fr> )  
        Plot of tangent exponential model profile likelihood 
      
          plot(<mev_shape_rbm> )  
        Plots for random block maximum estimator 
      
          plot(<mev_thselect_vmetric> )  
        Plots for Varty and al. metric-based threshold selection 
      
          plot(<mev_thselect_wadsworth> )  
        Sequential analysis diagnostic plots for threshold selection 
      
          plot(<mev_tstab_mrl> )  
        Mean residual life parameter stability plot 
      
          pp  
        Poisson process of extremes. 
      
          rdir()  
        Random variate generation for Dirichlet distribution on \(S_{d}\) 
      
          rgparp()  
        Simulation from generalized R-Pareto processes 
      
          rho.dk()  
        Second order tail index estimator of Drees and Kaufmann 
      
          rho.fagh()  
        Second order tail index estimator of Fraga Alves et al. Estimator of the second order regular variation parameter \(\rho \leq 0\) parameter for heavy-tailed data proposed by Fraga Alves et al. (2003) 
      
          rho.gbw()  
        Second order tail index estimator of Goegebeur et al. (2008) 
      
          rho.ghp()  
        Second order tail index estimator of Gomes et al. 
      
          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 using composition sampling 
      
          rparpcshr()  
        Simulation of generalized Huesler-Reiss Pareto vectors via composition sampling 
      
          rrlarg()  
        Simulate r-largest observations from point process of extremes 
      
          shape.erm()  
        Exponential regression estimator 
      
          shape.genjack()  
        Generalized jackknife shape estimator 
      
          shape.genquant()  
        Beirlant et al. generalized quantile shape estimator 
      
          shape.hill()  
        Hill's estimator of the shape parameter 
      
          shape.lthill()  
        Lower-trimmed Hill estimator for the shape parameter 
      
          shape.moment()  
        Dekkers and de Haan moment estimator for the shape 
      
          shape.osz()  
        Extreme U-statistic Pickands estimator 
      
          shape.pickands()  
        Pickand's shape estimator 
      
          shape.rbm()  
        Random block maxima shape estimator of Wager 
      
          shape.trimhill()  
        Trimmed Hill estimator for the shape parameter 
      
          shape.vries()  
        de Vries shape estimator 
      
          spunif()  
        Semi-parametric marginal transformation to uniform 
      
          taildep()  
        Coefficient of tail correlation and tail dependence 
      
          test.maxstab()  
        P-P plot for testing max stability 
      
          test.scoreindep()  
        Ramos and Ledford test of independence 
      
          thselect.alrs()  
        Automatic L-moment ratio selection method 
      
          thselect.bab()  
        Lower truncated Hill threshold selection 
      
          thselect.cv()  
        Threshold selection via coefficient of variation 
      
          thselect.expgqt()  
        Generalized quantile threshold selection 
      
          thselect.gbw()  
        Kernel-based threshold selection of Goegebeur, Beirlant and de Wet (2008) 
      
          thselect.ksmd()  
        Mahalanobis distance-based methodology 
      
          thselect.mdps()  
        Minimum distance threshold selection procedure 
      
          thselect.mrl()  
        Automated mean residual life plots 
      
          thselect.ncpgp()  
        Northop and Coleman piecewise generalized Pareto threshold selection diagnostic 
      
          thselect.pec()  
        Prediction error C-criterion threshold selection method 
      
          thselect.pickands()  
        Pickands' order statistics threshold selection method 
      
          thselect.rbm()  
        Threshold selection for the random block maxima method 
      
          thselect.samsee()  
        Threshold selection via SAMSEE 
      
          thselect.sdinfo()  
        Threshold selection diagnostic of Suveges and Davison 
      
          thselect.vmetric()  
        Metric-based threshold selection 
      
          thselect.wseq()  
        Wadsworth's sequential analysis threshold selection 
      
          tstab.cv()  
        Coefficient of variation threshold stability plot 
      
          tstab.egp()  
        Threshold stability plots for extended generalized Pareto models 
      
          tstab.gpd()  
        Parameter stability plots for peaks-over-threshold 
      
          tstab.hill()  
        Threshold stability plot for Hill estimator 
      
          tstab.lthill()  
        Threshold stability plots for left-truncated Hill estimators 
      
          tstab.mrl()  
        Mean residual life plot 
      
          venice  
        Venice Sea Levels 
      
          w1500m  
        Best 200 times of Women 1500m Track 
      
          xasym()  
        Coefficient of extremal asymmetry