mrl.plot
(Package: ismev) :
Mean Residual Life Plot
An empirical mean residual life plot, including confidence intervals, is produced. The mean residual life plot aids the selection of a threshold for the GPD or point process models.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: mrl.plot
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gpd.fit
(Package: ismev) :
Maximum-likelihood Fitting for the GPD Model
Maximum-likelihood fitting for the GPD model, including generalized linear modelling of each parameter.
● Data Source:
CranContrib
● Keywords: models
● Alias: gpd.fit
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ismev
(Package: ismev) :
ismev -- an Introduction to Statistical Modeling of Extreme Values
ismev includes functions to support the computations carried out in Coles (2001). The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes. ismev is an R port of the S-Plus extreme value statistical routines believed to be originally written by Janet E. Heffernan.
● Data Source:
CranContrib
● Keywords: misc
● Alias: ismev
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gum.diag
(Package: ismev) :
Diagnostic Plots for Gumbel Models
Produces diagnostic plots for Gumbel models using the output of the function gum.fit.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: gum.diag
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gum.fit
(Package: ismev) :
Maximum-likelihood Fitting of the Gumbel Distribution
Maximum-likelihood fitting for the gumbel distribution, including generalized linear modelling of each parameter.
● Data Source:
CranContrib
● Keywords: models
● Alias: gum.fit
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pp.diag
(Package: ismev) :
Diagnostic Plots for Point Process Models
Produces diagnostic plots for point process models using the output of the function pp.fit.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: pp.diag
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gpd.prof
(Package: ismev) :
Profile Log-likelihoods for Stationary GPD Models
Produce profile log-likelihoods for shape parameters and m year/block return levels for stationary GPD models using the output of the function gpd.fit.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: gpd.prof, gpd.profxi
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gamGPDfitboot
(Package: ismev) :
Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions
gamGPDfit() fits the parameters of a generalized Pareto distribution (GPD) depending on covariates in a non- or semiparametric way.
● Data Source:
CranContrib
● Keywords: distribution, generalized Pareto distribution, multivariate
● Alias: gamGPDboot, gamGPDfit
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gpd.fitrange
(Package: ismev) :
Fitting the GPD Model Over a Range of Thresholds
Maximum-likelihood fitting for a stationary GPD model, over a range of thresholds. Graphs of parameter estimates which aid the selection of a threshold are produced.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: gpd.fitrange
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Not to be called by the user.
● Data Source:
CranContrib
● Keywords: internal
● Alias: GPD.fit, GPD.predict, lambda.fit, lambda.predict
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