interpret.gpdbiv
(Package: evir) :
Interpret Results of Bivariate GPD Fit
Interprets the results of a bivariate GPD model fitted using the bivariate POT method.
● Data Source:
CranContrib
● Keywords: htest
● Alias: interpret.gpdbiv
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findthresh
(Package: evir) :
Find Threshold
Finds a threshold so that a given number of extremes lie above.
● Data Source:
CranContrib
● Keywords: manip
● Alias: findthresh
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hill
(Package: evir) :
Create Hill Plot
Plot the Hill estimate of the tail index of heavy-tailed data, or of an associated quantile estimate.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: hill
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gev
(Package: evir) :
Fit Generalized Extreme Value Distribution
Fits generalized extreme value distribution (GEV) to block maxima data.
● Data Source:
CranContrib
● Keywords: models
● Alias: gev
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pot
(Package: evir) :
Peaks Over Thresholds Model
Fits a Poisson point process to the data, an approach sometimes known as peaks over thresholds (POT), and returns an object of class "potd".
● Data Source:
CranContrib
● Keywords: models
● Alias: pot
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plot.gpdbiv
(Package: evir) :
Plot Fitted Bivariate GPD Model
Provides a number of plots summarising a bivariate GPD model fitted using the bivariate POT method. See the examples below.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: plot.gpdbiv
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gpd
(Package: evir) :
Fit Generalized Pareto Model
Returns an object of class "gpd" representing the fit of a generalized Pareto model to excesses over a high threshold.
● Data Source:
CranContrib
● Keywords: models
● Alias: gpd
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meplot
(Package: evir) :
Sample Mean Excess Plot
Plots sample mean excesses over increasing thresholds.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: meplot
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dgev
(Package: evir) :
Generalized Extreme Value Distribution
Cumulative probability, quantiles, density and random generation from the generalized extreme value distribution.
● Data Source:
CranContrib
● Keywords: distribution
● Alias: dgev, pgev, qgev, rgev
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quant
(Package: evir) :
Plot of GPD Tail Estimate of a High Quantile
Creates a plot showing how the estimate of a high quantile in the tail of a dataset based on the GPD approximation varies with threshold or number of extremes.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: quant
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