Extreme Value Analysis

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Documentation for package ‘extRemes’ version 2.1-1

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A B C D E F H I L M O P Q R S T X

extRemes-package extRemes - Weather and Climate Applications of Extreme Value Analysis (EVA)

-- A --

abba Implementation of Stephenson-Shaby-Reich-Sullivan
abba_latent Implementation of Stephenson-Shaby-Reich-Sullivan
atdf Auto-Tail Dependence Function

-- B --

BayesFactor Estimate Bayes Factor
blockmaxxer Find Block Maxima
blockmaxxer.data.frame Find Block Maxima
blockmaxxer.fevd Find Block Maxima
blockmaxxer.matrix Find Block Maxima
blockmaxxer.vector Find Block Maxima
bvpotbooter Bootstrap Functions for Bivariate POT

-- C --

CarcasonneHeat European Climate Assessment and Dataset
check.constant Stationary Fitted Model Check
ci.extremalindex Extemal Index
ci.fevd Confidence Intervals
ci.fevd.bayesian Confidence Intervals
ci.fevd.lmoments Confidence Intervals
ci.fevd.mle Confidence Intervals
ci.rl.ns.fevd.bayesian Confidence/Credible Intervals for Effective Return Levels
ci.rl.ns.fevd.mle Confidence/Credible Intervals for Effective Return Levels

-- D --

damage Hurricane Damage Data
datagrabber.declustered Get Original Data from an R Object
datagrabber.extremalindex Get Original Data from an R Object
datagrabber.fevd Get Original Data from an R Object
decluster Decluster Data Above a Threshold
decluster.data.frame Decluster Data Above a Threshold
decluster.default Decluster Data Above a Threshold
decluster.intervals Decluster Data Above a Threshold
decluster.runs Decluster Data Above a Threshold
Denmint Denver Minimum Temperature
Denversp Denver July hourly precipitation amount.
devd Extreme Value Distributions
distill.fevd Distill Parameter Information
distill.fevd.bayesian Distill Parameter Information
distill.fevd.lmoments Distill Parameter Information
distill.fevd.mle Distill Parameter Information

-- E --

erlevd Effective Return Levels
extremalindex Extemal Index
extRemes extRemes - Weather and Climate Applications of Extreme Value Analysis (EVA)

-- F --

fbvpot Estimate the Bivariate Peaks-Over-Threshold (POT) Model
FCwx Fort Collins, Colorado Weather Data
fevd Fit An Extreme Value Distribution (EVD) to Data
findAllMCMCpars Manipulate MCMC Output from fevd Objects
findpars Get EVD Parameters
findpars.fevd Get EVD Parameters
findpars.fevd.bayesian Get EVD Parameters
findpars.fevd.lmoments Get EVD Parameters
findpars.fevd.mle Get EVD Parameters
Flood United States Total Economic Damage Resulting from Floods
Fort Daily precipitation amounts in Fort Collins, Colorado.
fpois Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.data.frame Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.default Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.list Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
fpois.matrix Fit Homogeneous Poisson to Data and Test Equality of Mean and Variance
ftcanmax Annual Maximum Precipitation: Fort Collins, Colorado

-- H --

HEAT Summer Maximum and Minimum Temperature: Phoenix, Arizona
hwmi Heat Wave Magnitude Index
hwmid Heat Wave Magnitude Index

-- I --

is.fixedfevd Stationary Fitted Model Check
is.qcov Covariate Matrix for Non-Stationary EVD Projections

-- L --

levd Extreme Value Likelihood
logistic Logistic Dependence Model Likelihood
logisticLH Logistic Dependence Model Likelihood
lr.test Likelihood-Ratio Test

-- M --

make.qcov Covariate Matrix for Non-Stationary EVD Projections
mixbeta Mixed Beta Dependence Model Likelihood
mixbetaLH Mixed Beta Dependence Model Likelihood
mrlplot Mean Residual Life Plot

-- O --

Ozone4H Ground-Level Ozone Order Statistics.

-- P --

parcov.fevd EVD Parameter Covariance
Peak Salt River Peak Stream Flow
pevd Extreme Value Distributions
pextRemes Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.bayesian Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.lmoments Probabilities and Random Draws from Fitted EVDs
pextRemes.fevd.mle Probabilities and Random Draws from Fitted EVDs
plot.atdf Auto-Tail Dependence Function
plot.declustered Decluster Data Above a Threshold
plot.fevd Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.bayesian Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.lmoments Fit An Extreme Value Distribution (EVD) to Data
plot.fevd.mle Fit An Extreme Value Distribution (EVD) to Data
plot.qqplot qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands
PORTw Annual Maximum and Minimum Temperature
postmode Posterior Mode from an MCMC Sample
postmode.fevd Posterior Mode from an MCMC Sample
Potomac Potomac River Peak Stream Flow Data.
print.declustered Decluster Data Above a Threshold
print.extremalindex Extemal Index
print.fevd Fit An Extreme Value Distribution (EVD) to Data
print.return.level Return Level Estimates
profliker Profile Likelihood Function

-- Q --

qevd Extreme Value Distributions
qqnorm Normal qq-plot with 95 Percent Simultaneous Confidence Bands
qqplot qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands

-- R --

relative.rank Tail Dependence Test
return.level Return Level Estimates
return.level.fevd Return Level Estimates
return.level.fevd.bayesian Return Level Estimates
return.level.fevd.lmoments Return Level Estimates
return.level.fevd.mle Return Level Estimates
return.level.ns.fevd.bayesian Return Level Estimates
return.level.ns.fevd.mle Return Level Estimates
revd Extreme Value Distributions
revtrans.evd Reverse Transformation
rextRemes Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.bayesian Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.lmoments Probabilities and Random Draws from Fitted EVDs
rextRemes.fevd.mle Probabilities and Random Draws from Fitted EVDs
rlevd Return Levels for Extreme Value Distributions
Rsum Hurricane Frequency Dataset.

-- S --

SantaAna Santa Ana Winds Data
SEPTsp Annual Maximum and Minimum Temperature
shiftplot Shift Plot Between Two Sets of Data
strip Strip Fitted EVD Object of Everything but the Parameter Estimates
strip.fevd Strip Fitted EVD Object of Everything but the Parameter Estimates
summary.fevd Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.bayesian Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.lmoments Fit An Extreme Value Distribution (EVD) to Data
summary.fevd.mle Fit An Extreme Value Distribution (EVD) to Data
summary.qqplot qq-plot Between Two Vectors of Data with 95 Percent Confidence Bands

-- T --

taildep Tail Dependence
taildep.test Tail Dependence Test
threshrange.plot Threshold Selection Through Fitting Models to a Range of Thresholds
Tphap Daily Maximum and Minimum Temperature in Phoenix, Arizona.
trans Transform Data
trans.fevd Transform Data

-- X --

xbooter Additional Bootstrap Functions for Univariate EVA
xtibber Test-Inversion Bootstrap for Extreme-Value Analysis