Extreme Value Statistics and Quantile Estimation
GPD quantile of sample
Bootstrapping uncertainty intervals for return periods
Extreme value stats
Fit distributions via L-moments
distribution quantiles
Compute distribution weights from GOF
extremeStat: Extreme Value Statistics and Quantile Estimation
Extreme value statistics on a linear scale
Bootstrapping uncertainty intervals for return periods
Plot extreme value statistics
Plot distributions fitted with L-moments
Plot quantiles of distributions fitted with L-moments
Distribution rank comparison
print dlf objects
Compute weighted averages of quantile estimates
Fast GPD quantile estimate
Fit, plot and compare several (extreme value) distribution functions. Compute (truncated) distribution quantile estimates and plot return periods on a linear scale. On the fitting method, see Asquith (2011): Distributional Analysis with L-moment Statistics [...] ISBN 1463508417.