Package: evd 2.3-7.1

Alec Stephenson

evd: Functions for Extreme Value Distributions

Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.

Authors:Alec Stephenson. Function fbvpot by Chris Ferro.

evd_2.3-7.1.tar.gz
evd_2.3-7.1.tar.gz(r-4.5-noble)evd_2.3-7.1.tar.gz(r-4.4-noble)
evd_2.3-7.1.tgz(r-4.4-emscripten)evd_2.3-7.1.tgz(r-4.3-emscripten)
evd.pdf |evd.html
evd/json (API)

# Install 'evd' in R:
install.packages('evd', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • failure - Failure Times
  • fox - Maximum Annual Flood Discharges of the Fox River
  • lisbon - Annual Maximum Wind Speeds at Lisbon
  • lossalae - General Liability Claims
  • ocmulgee - Maximum Annual Flood Discharges of the Ocmulgee River
  • oldage - Oldest Ages for Swedish Males and Females
  • oxford - Annual Maximum Temperatures at Oxford
  • portpirie - Annual Maximum Sea Levels at Port Pirie
  • sask - Maximum Annual Flood Discharges of the North Saskachevan River
  • sealevel - Annual Sea Level Maxima at Dover and Harwich
  • sealevel2 - Annual Sea Level Maxima at Dover and Harwich with Indicator
  • uccle - Rainfall Maxima at Uccle, Belgium
  • venice - Largest Sea Levels in Venice
  • venice2 - Largest Sea Levels in Venice

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

8.89 score 2 stars 81 packages 644 scripts 15k downloads 8 mentions 169 exports 0 dependencies

Last updated 3 months agofrom:d42be7d4de. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 21 2024
R-4.5-linux-x86_64OKNov 21 2024

Exports:abvalogabvamixabvaneglogabvbilogabvctabvevdabvhrabvlogabvnegbilogabvneglogabvnonparamvalogamvevdamvlogamvnonparbvcppbvdensbvdpbvhbvpost.optimbvqcbvstart.valsbvtcplotccbvevdchiplotclustersdbvalogdbvamixdbvaneglogdbvbilogdbvctdbvevddbvhrdbvlogdbvnegbilogdbvneglogdensdextremedfrechetdgevdgpddgumbeldgumbelxdmvalogdmvevddmvlogdnweibulldorderdrweibullevind.testevmcexiexiplotfbvalogfbvamixfbvaneglogfbvbilogfbvcalogfbvcamixfbvcaneglogfbvcbilogfbvcctfbvchrfbvclogfbvcnegbilogfbvcneglogfbvcpotfbvctfbvevdfbvhrfbvlogfbvnegbilogfbvneglogfbvpbilogfbvpctfbvphrfbvplogfbvpnegbilogfbvpneglogfbvpotfbvppotfextremefgevfgev.normfgev.quantilefgumbelfgumbelxforderfpotfpot.normfpot.quantilehbvaloghbvamixhbvanegloghbvbiloghbvcthbvevdhbvhrhbvloghbvnegbiloghbvneglogmarmarmammamrlplotmtransformmvalog.checkpbvalogpbvamixpbvaneglogpbvbilogpbvctpbvevdpbvhrpbvlogpbvnegbilogpbvneglogpextremepfrechetpgevpgpdpgumbelpgumbelxpmvalogpmvevdpmvlogpnweibullporderppprofile2dprweibullqcbvnonparqextremeqfrechetqgevqgpdqgumbelqgumbelxqnweibullqqqrweibullrbvalogrbvamixrbvaneglogrbvbilogrbvctrbvevdrbvhrrbvlogrbvnegbilogrbvneglogrextremerfrechetrgevrgpdrgumbelrgumbelxrlrmvalogrmvevdrmvlogrnweibullrorderrrweibullsep.bvdatastd.errorssubsetstcplottvdepfn

Dependencies:

Statistics Of Extremes: Chapter 9

Rendered fromMultivariate_Extremes.Rnwusingutils::Sweaveon Nov 21 2024.

Last update: 2015-12-25
Started: 2012-08-30

Readme and manuals

Help Manual

Help pageTopics
Parametric Dependence Functions of Bivariate Extreme Value Modelsabvevd
Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distributionabvnonpar
Parametric Dependence Functions of Multivariate Extreme Value Modelsamvevd
Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distributionamvnonpar
Compare Nested EVD Objectsanova.evd
Parametric Bivariate Extreme Value Distributionsdbvevd pbvevd rbvevd
Bivariate Threshold Choice Plotbvtcplot
Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributionsccbvevd
Dependence Measure Plotschiplot
Identify Clusters of Exceedencesclusters
Calculate Confidence Intervalsconfint.evd confint.profile.evd
Perform Hypothesis Test Of Independenceevind.test
Simulate Markov Chains With Extreme Value Dependence Structuresevmc
Estimates of the Extremal Indexexi
Plot Estimates of the Extremal Indexexiplot
Distributions of Maxima and Minimadextreme pextreme qextreme rextreme
Failure Timesfailure
Maximum-likelihood Fitting of Bivariate Extreme Value Distributionsfbvevd print.bvevd
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedancesfbvpot print.bvpot
Maximum-likelihood Fitting of Maxima and Minimafextreme
Maximum-likelihood Fitting of the Generalized Extreme Value Distributionfgev fgumbel fitted.evd logLik.evd print.evd std.errors std.errors.evd vcov.evd
Maximum-likelihood Fitting of the Maximum of Two Gumbel Distributionsfgumbelx
Maximum-likelihood Fitting of Order Statisticsforder
Maximum Annual Flood Discharges of the Fox Riverfox
Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representationfpot print.pot
The Frechet Distributiondfrechet pfrechet qfrechet rfrechet
The Generalized Extreme Value Distributiondgev pgev qgev rgev
The Generalized Pareto Distributiondgpd pgpd qgpd rgpd
The Gumbel Distributiondgumbel pgumbel qgumbel rgumbel
Maxima of Two Gumbel Distributionsdgumbelx pgumbelx qgumbelx rgumbelx
Parametric Spectral Density Functions of Bivariate Extreme Value Modelshbvevd
Annual Maximum Wind Speeds at Lisbonlisbon
General Liability Claimslossalae
Simulate MARMA(p,q) Processesmar marma mma
Empirical Mean Residual Life Plotmrlplot
GEV Transformationsmtransform
Parametric Multivariate Extreme Value Distributionsdmvevd pmvevd rmvevd
Maximum Annual Flood Discharges of the Ocmulgee Riverocmulgee
Oldest Ages for Swedish Males and Femalesoldage
Distributions of Order Statisticsdorder porder rorder
Annual Maximum Temperatures at Oxfordoxford
Plot Diagnostics for a Bivariate EVD Objectplot.bvevd
Plot Diagnostics for a Bivariate POT EVD Objectplot.bvpot
Plot Profile Log-likelihoodsplot.profile.evd
Plot Joint Profile Log-likelihoodsplot.profile2d.evd
Plot Diagnostics for a Univariate EVD Objectplot.gumbelx plot.uvevd
Annual Maximum Sea Levels at Port Pirieportpirie
Method for Profiling EVD Objectsprofile.evd
Method for Profiling EVD Objectsprofile2d profile2d.evd
Non-parametric Estimates for Bivariate Quantile Curvesqcbvnonpar
The Reverse Weibull Distributiondnweibull drweibull pnweibull prweibull qnweibull qrweibull rnweibull rrweibull
Maximum Annual Flood Discharges of the North Saskachevan Riversask
Annual Sea Level Maxima at Dover and Harwichsealevel
Annual Sea Level Maxima at Dover and Harwich with Indicatorsealevel2
Threshold Choice Plottcplot
Rainfall Maxima at Uccle, Belgiumuccle
Largest Sea Levels in Venicevenice
Largest Sea Levels in Venicevenice2