evd

Parametric Dependence Functions of Bivariate Extreme Value Models

Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution

Parametric Dependence Functions of Multivariate Extreme Value Models

Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution

Compare Nested EVD Objects

Parametric Bivariate Extreme Value Distributions

Bivariate Threshold Choice Plot

Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions

Dependence Measure Plots

Identify Clusters of Exceedences

Calculate Confidence Intervals

Internal Functions

Perform Hypothesis Test Of Independence

Simulate Markov Chains With Extreme Value Dependence Structures

Estimates of the Extremal Index

Plot Estimates of the Extremal Index

Distributions of Maxima and Minima

Failure Times

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions

Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances

Maximum-likelihood Fitting of Maxima and Minima

Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

Maximum-likelihood Fitting of Order Statistics

Maximum Annual Flood Discharges of the Fox River

Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation

The Frechet Distribution

The Generalized Extreme Value Distribution

The Generalized Pareto Distribution

The Gumbel Distribution

Parametric Spectral Density Functions of Bivariate Extreme Value Models

Annual Maximum Wind Speeds at Lisbon

General Liability Claims

Simulate MARMA(p,q) Processes

Empirical Mean Residual Life Plot

GEV Transformations

Parametric Multivariate Extreme Value Distributions

Maximum Annual Flood Discharges of the Ocmulgee River

Oldest Ages for Swedish Males and Females

Distributions of Order Statistics

Annual Maximum Temperatures at Oxford

Plot Diagnostics for a Bivariate EVD Object

Plot Diagnostics for a Bivariate POT EVD Object

Plot Profile Log-likelihoods and Calculate Profile Confidence Intervals

Plot Joint Profile Log-likelihoods

Plot Diagnostics for a Univariate EVD Object

Annual Maximum Sea Levels at Port Pirie

Method for Profiling EVD Objects

Method for Profiling EVD Objects

Non-parametric Estimates for Bivariate Quantile Curves

The Reverse Weibull Distribution

Maximum Annual Flood Discharges of the North Saskachevan River

Annual Sea Level Maxima at Dover and Harwich

Annual Sea Level Maxima at Dover and Harwich with Indicator

Threshold Choice Plot

Rainfall Maxima at Uccle, Belgium

Largest Sea Levels in Venice

Largest Sea Levels in Venice