Package: evd 2.3-7

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.tar.gz
evd_2.3-7.tar.gz(r-4.5-noble)evd_2.3-7.tar.gz(r-4.4-noble)
evd_2.3-7.tgz(r-4.4-emscripten)evd_2.3-7.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'))

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.

169 exports 2 stars 5.89 score 0 dependencies 80 dependents 8 mentions 548 scripts 10.8k downloads

Last updated 5 months agofrom:9ad82b3119. Checks:OK: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Aug 22 2024
R-4.5-linux-x86_64	OK	Aug 22 2024

Exports:abvalog abvamix abvaneglog abvbilog abvct abvevd abvhr abvlog abvnegbilog abvneglog abvnonpar amvalog amvevd amvlog amvnonpar bvcpp bvdens bvdp bvh bvpost.optim bvqc bvstart.vals bvtcplot ccbvevd chiplot clusters dbvalog dbvamix dbvaneglog dbvbilog dbvct dbvevd dbvhr dbvlog dbvnegbilog dbvneglog dens dextreme dfrechet dgev dgpd dgumbel dgumbelx dmvalog dmvevd dmvlog dnweibull dorder drweibull evind.test evmc exi exiplot fbvalog fbvamix fbvaneglog fbvbilog fbvcalog fbvcamix fbvcaneglog fbvcbilog fbvcct fbvchr fbvclog fbvcnegbilog fbvcneglog fbvcpot fbvct fbvevd fbvhr fbvlog fbvnegbilog fbvneglog fbvpbilog fbvpct fbvphr fbvplog fbvpnegbilog fbvpneglog fbvpot fbvppot fextreme fgev fgev.norm fgev.quantile fgumbel fgumbelx forder fpot fpot.norm fpot.quantile hbvalog hbvamix hbvaneglog hbvbilog hbvct hbvevd hbvhr hbvlog hbvnegbilog hbvneglog mar marma mma mrlplot mtransform mvalog.check pbvalog pbvamix pbvaneglog pbvbilog pbvct pbvevd pbvhr pbvlog pbvnegbilog pbvneglog pextreme pfrechet pgev pgpd pgumbel pgumbelx pmvalog pmvevd pmvlog pnweibull porder pp profile2d prweibull qcbvnonpar qextreme qfrechet qgev qgpd qgumbel qgumbelx qnweibull qq qrweibull rbvalog rbvamix rbvaneglog rbvbilog rbvct rbvevd rbvhr rbvlog rbvnegbilog rbvneglog rextreme rfrechet rgev rgpd rgumbel rgumbelx rl rmvalog rmvevd rmvlog rnweibull rorder rrweibull sep.bvdata std.errors subsets tcplot tvdepfn

Dependencies:

Statistics Of Extremes: Chapter 9

Rendered fromMultivariate_Extremes.Rnwusingutils::Sweaveon Aug 22 2024.

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

Citation

Readme and manuals

Help Manual

Help page	Topics
Parametric Dependence Functions of Bivariate Extreme Value Models	abvevd
Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution	abvnonpar
Parametric Dependence Functions of Multivariate Extreme Value Models	amvevd
Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution	amvnonpar
Compare Nested EVD Objects	anova.evd
Parametric Bivariate Extreme Value Distributions	dbvevd pbvevd rbvevd
Bivariate Threshold Choice Plot	bvtcplot
Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions	ccbvevd
Dependence Measure Plots	chiplot
Identify Clusters of Exceedences	clusters
Calculate Confidence Intervals	confint.evd confint.profile.evd
Perform Hypothesis Test Of Independence	evind.test
Simulate Markov Chains With Extreme Value Dependence Structures	evmc
Estimates of the Extremal Index	exi
Plot Estimates of the Extremal Index	exiplot
Distributions of Maxima and Minima	dextreme pextreme qextreme rextreme
Failure Times	failure
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions	fbvevd print.bvevd
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances	fbvpot print.bvpot
Maximum-likelihood Fitting of Maxima and Minima	fextreme
Maximum-likelihood Fitting of the Generalized Extreme Value Distribution	fgev fgumbel fitted.evd logLik.evd print.evd std.errors std.errors.evd vcov.evd
Maximum-likelihood Fitting of the Maximum of Two Gumbel Distributions	fgumbelx
Maximum-likelihood Fitting of Order Statistics	forder
Maximum Annual Flood Discharges of the Fox River	fox
Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation	fpot print.pot
The Frechet Distribution	dfrechet pfrechet qfrechet rfrechet
The Generalized Extreme Value Distribution	dgev pgev qgev rgev
The Generalized Pareto Distribution	dgpd pgpd qgpd rgpd
The Gumbel Distribution	dgumbel pgumbel qgumbel rgumbel
Maxima of Two Gumbel Distributions	dgumbelx pgumbelx qgumbelx rgumbelx
Parametric Spectral Density Functions of Bivariate Extreme Value Models	hbvevd
Annual Maximum Wind Speeds at Lisbon	lisbon
General Liability Claims	lossalae
Simulate MARMA(p,q) Processes	mar marma mma
Empirical Mean Residual Life Plot	mrlplot
GEV Transformations	mtransform
Parametric Multivariate Extreme Value Distributions	dmvevd pmvevd rmvevd
Maximum Annual Flood Discharges of the Ocmulgee River	ocmulgee
Oldest Ages for Swedish Males and Females	oldage
Distributions of Order Statistics	dorder porder rorder
Annual Maximum Temperatures at Oxford	oxford
Plot Diagnostics for a Bivariate EVD Object	plot.bvevd
Plot Diagnostics for a Bivariate POT EVD Object	plot.bvpot
Plot Profile Log-likelihoods	plot.profile.evd
Plot Joint Profile Log-likelihoods	plot.profile2d.evd
Plot Diagnostics for a Univariate EVD Object	plot.gumbelx plot.uvevd
Annual Maximum Sea Levels at Port Pirie	portpirie
Method for Profiling EVD Objects	profile.evd
Method for Profiling EVD Objects	profile2d profile2d.evd
Non-parametric Estimates for Bivariate Quantile Curves	qcbvnonpar
The Reverse Weibull Distribution	dnweibull drweibull pnweibull prweibull qnweibull qrweibull rnweibull rrweibull
Maximum Annual Flood Discharges of the North Saskachevan River	sask
Annual Sea Level Maxima at Dover and Harwich	sealevel
Annual Sea Level Maxima at Dover and Harwich with Indicator	sealevel2
Threshold Choice Plot	tcplot
Rainfall Maxima at Uccle, Belgium	uccle
Largest Sea Levels in Venice	venice
Largest Sea Levels in Venice	venice2