Extreme Values in R

[Up] [Top]

Documentation for package ‘evir’ version 1.7-4

Help Pages

bmw Daily Log Returns on BMW Share Price
danish Danish Fire Insurance Claims
decluster Decluster Point Process
dgev Generalized Extreme Value Distribution
dgpd Generalized Pareto Distribution
emplot Plot of Empirical Distribution Function
exindex Estimate Extremal Index
findthresh Find Threshold
gev Fit Generalized Extreme Value Distribution
gpd Fit Generalized Pareto Model
gpd.q Add Quantile Estimates to plot.gpd
gpd.sfall Add Expected Shortfall Estimates to a GPD Plot
gpdbiv Implements Bivariate POT Method
gumbel Fit Gumbel Distribution
hill Create Hill Plot
interpret.gpdbiv Interpret Results of Bivariate GPD Fit
meplot Sample Mean Excess Plot
nidd.annual The River Nidd Data
nidd.thresh The River Nidd Data
pgev Generalized Extreme Value Distribution
pgpd Generalized Pareto Distribution
plot.gev Plot Fitted GEV Model
plot.gpd Plot Fitted GPD Model
plot.gpdbiv Plot Fitted Bivariate GPD Model
plot.potd Plot Fitted POT Model
pot Peaks Over Thresholds Model
qgev Generalized Extreme Value Distribution
qgpd Generalized Pareto Distribution
qplot Exploratory QQplot for Extreme Value Analysis
quant Plot of GPD Tail Estimate of a High Quantile
records Calculate Record Development
rgev Generalized Extreme Value Distribution
rgpd Generalized Pareto Distribution
riskmeasures Calculates Quantiles and Expected Shortfalls
rlevel.gev Calculate Return Levels Based on GEV Fit
shape Plot for GPD Shape Parameter
siemens Daily Log Returns on Siemens Share Price
sp.raw SP Data to June 1993
spto87 SP Return Data to October 1987
tailplot Plot Tail Estimate From GPD Model