Functions for Extreme Value Distributions
Parametric Dependence Functions of Bivariate Extreme Value Models
Non-parametric Estimates for Dependence Functions of the Bivariate Ext...
Parametric Dependence Functions of Multivariate Extreme Value Models
Non-parametric Estimates for Dependence Functions of the Multivariate ...
Compare Nested EVD Objects
Parametric Bivariate Extreme Value Distributions
Bivariate Threshold Choice Plot
Calculate Conditional Copulas for Parametric Bivariate Extreme Value D...
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
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to...
Maximum-likelihood Fitting of Maxima and Minima
Maximum-likelihood Fitting of the Generalized Extreme Value Distributi...
Maximum-likelihood Fitting of the Maximum of Two Gumbel Distributions
Maximum-likelihood Fitting of Order Statistics
Peaks Over Threshold Modelling using the Generalized Pareto or Point P...
The Frechet Distribution
The Generalized Extreme Value Distribution
The Generalized Pareto Distribution
The Gumbel Distribution
Maxima of Two Gumbel Distributions
Parametric Spectral Density Functions of Bivariate Extreme Value Model...
Simulate MARMA(p,q) Processes
Empirical Mean Residual Life Plot
GEV Transformations
Parametric Multivariate Extreme Value Distributions
Distributions of Order Statistics
Plot Diagnostics for a Bivariate EVD Object
Plot Diagnostics for a Bivariate POT EVD Object
Plot Profile Log-likelihoods
Plot Joint Profile Log-likelihoods
Plot Diagnostics for a Univariate EVD Object
Method for Profiling EVD Objects
Method for Profiling EVD Objects
Non-parametric Estimates for Bivariate Quantile Curves
The Reverse Weibull Distribution
Threshold Choice Plot
Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.