mev-package |
Multivariate Extreme Value Distributions |
angmeas |
Rank-based transformation to angular measure |
confint.fr |
Confidence intervals for profile likelihood derived from TEM |
egp |
Extended generalised Pareto families |
egp.fit |
Fit of extended GP models and parameter stability plots |
egp.fitrange |
Fit of extended GP models and parameter stability plots |
egp2 |
Extended generalised Pareto families of Naveau et al. (2016) |
egp2.fit |
Fit an extended generalized Pareto distribution of Naveau et al. |
egp2.G |
Carrier distribution for the extended GP distributions of Naveau et al. |
emplik |
Self-concordant empirical likelihood for a vector mean |
ext.index |
Extremal index estimators based on interexceedance time and gap of exceedances |
gev |
Generalized extreme value distribution |
gev.tem |
Tangent exponential model approximation for the GEV distribution |
gevr |
Generalized extreme value distribution (return level parametrization) |
gp.fit |
Peaks-over-threshold modelling using the generalized Pareto distribution |
gpd |
Generalized Pareto distribution |
gpd.bcor |
Bias correction using Firth's modified score function or bias substraction |
gpd.tem |
Tangent exponential model approximation for the GP distribution |
gpde |
Generalized Pareto distribution (expected shortfall 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 |
mev |
Multivariate Extreme Value Distributions |
mvrnorm |
Multivariate Normal distribution sampler |
NC.diag |
Score and likelihood ratio tests fit of equality of shape over multiple thresholds |
plot.fr |
Plot of tangent exponential model profile likelihood |
rdir |
Random variate generation for Dirichlet distribution on Sd |
rmev |
Exact simulations of multivariate extreme value distributions |
rmevspec |
Random samples from spectral distributions of multivariate extreme value models. |
smith.penult |
Smith (1987) penultimate approximations |
smith.penult.fn |
Smith (1987) third penultimate approximation |
spline.corr |
Spline correction for Fraser-Reid approximations |
W.diag |
Wadsworth's univariate and bivariate exponential threshold diagnostics |