Renewal Method for Extreme Values Extrapolation
Compute an analysis of deviance table for two nested Renouv objects
Barplot for Renouv "Over Threshold" counts
Squared Coefficient of Variation
CV2 test of exponentiality
Expectation-Maximisation for a mixture of exponential distributions
Classical "exponential distribution" plot
ML estimation of the Gamma distribution
Fit a GEV distribution from block maxima or r largest order statistics...
Fit a two-parameters Generalised Pareto Distribution from a sample
ML estimation of the Lomax distribution
ML estimation of a 'maxlo' distribution
ML estimation of classical Weibull distribution
Translate a vector of GEV parameters into renewal model
Goodness-of-fit for the distribution of dates
Goodness-of-fit test for exponential distribution
Generalised Pareto Distribution
Translate a vector of Gumbel parameters into a vector of parameters fo...
Plotting positions for exponential return levels
Simple estimation for the mixture of two exponential distributions
Initial estimation of GPD parameters for an aggregated renewal model
Interevents (or interarrivals) from events dates
Jackson's statistic
Jackson's test of exponentiality
Log-likelihood of a "Renouv" object
Lomax distribution
Likelihood Ratio statistic for exponential vs. GPD
Likelihood Ratio test of exponentiality vs. GPD
Likelihood Ratio statistic for Gumbel vs. GEV
Likelihood Ratio test for the Gumbel distribution
'maxlo' distribution
Mixture of two exponential distributions
Moment estimation for the mixture of two exponential distributions
Parameters from moments
Negative Binomial Levy process
Temporal aggregation of a Marked Process
Add a small amount of noise to a numeric vector
Derivation of probability functions with respect to the parameters
Probability that the Greenwood's statistic is smaller than one
Plot a Rendata object
Plot an object of class "Renouv"
Diagnostic plots for Renouv objects
Compute return levels and confidence limits for a "Renouv" object
Quantiles of a test statistic
Read data using an XML index file
Translate a vector of coefficients from a Renewal-POT model with Paret...
Translate a vector of coefficients from a Renewal-POT model with expon...
Renewal Method for Extreme Values Extrapolation
Fit a 'Renouvellement' model
Define a 'renouvellement' model without estimation
Legend management for return level plots
Graphical parameters for Return Level plots
Return level plot
Round quantiles in a pseudo-prediction table
Simulate a random RenData object
Compute empirical survivals (S) and return periods (T)
Fix non-skipped periods from skipped ones
Shifted Left Truncated Weibull (SLTW) distribution
Methods computing spacings between Largest Order Statistics
Summary and print methods for "Rendata" objects
Summary and print methods for "Renouv" objects
Make translucient colors
Variance-covariance matrix of the estimates of a "Renouv" object
Classical Weibull distribution plot
Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.