| abisko | Abisko rainfall |
| angextrapo | Bivariate angular function for extrapolation based on rays |
| angmeas | Rank-based transformation to angular measure |
| angmeasdir | Dirichlet mixture model for the spectral density |
| automrl | Automated mean residual life plots |
| clikmgp | Censored likelihood for multivariate generalized Pareto distributions |
| 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 | Extended generalised Pareto families of Naveau et al. (2016) |
| extgp.G | Carrier distribution for the extended GP distributions of Naveau et al. |
| 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.rlarg | Maximum likelihood estimates of point process for the r-largest observations |
| geomagnetic | Magnetic storms |
| 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.Nyr | N-year return levels, median and mean estimate |
| 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) |
| 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 |
| gpde | Generalized Pareto distribution (expected shortfall parametrization) |
| gpdN | Generalized Pareto distribution (mean of maximum of N exceedances parametrization) |
| 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 generalized Pareto distribution |
| maiquetia | Maiquetia Daily Rainfall |
| maxstabtest | P-P plot for testing max stability |
| mvrnorm | Multivariate Normal distribution sampler |
| NC.diag | Score and likelihood ratio tests fit of equality of shape over multiple thresholds |
| 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 Sd |
| 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 |
| smith.penult | Smith's penultimate approximations |
| smith.penult.fn | Smith's third penultimate approximation |
| spunif | Semi-parametric marginal transformation to uniform |
| taildep | Coefficient of tail correlation and tail dependence |
| tstab.egp | Parameter stability plot and maximum likelihood routine for extended GP models |
| tstab.gpd | Parameter stability plots for peaks-over-threshold |
| venice | Venice Sea Levels |
| vmetric.diag | Metric-based threshold selection |
| W.diag | Wadsworth's univariate and bivariate exponential threshold diagnostics |
| w1500m | Best 200 times of Women 1500m Track |
| xasym | Coefficient of extremal asymmetry |