A B C D E F G H I L M N P Q R S T U W
texmex-package | Extreme value modelling |
addCoefficients | Internal functions for texmex |
addCov | Worker functions for prediction |
addCovariance | Internal functions for texmex |
AIC.evmOpt | Extreme value modelling |
bootExtremalIndex | Extremal index estimation and automatic declustering |
bootMCS | Multivariate conditional Spearman's rho |
bootmex | Bootstrap a conditional multivariate extreme values model |
chi | Measures of extremal dependence |
coef.evmBoot | Methods for texmex objects |
coef.evmOpt | Extreme value modelling |
coef.evmSim | Methods for texmex objects |
coef.mex | Methods for texmex objects |
coef.migpd | Methods for texmex objects |
coefficients.evmBoot | Methods for texmex objects |
coefficients.evmOpt | Methods for texmex objects |
coefficients.evmSim | Methods for texmex objects |
coefficients.mex | Methods for texmex objects |
coefficients.migpd | Methods for texmex objects |
ConstraintsAreSatisfied | Internal functions for texmex |
constructEVM | Internal functions for texmex |
copula | Calculate the copula of a matrix of variables |
declust | Extremal index estimation and automatic declustering |
declust.default | Extremal index estimation and automatic declustering |
declust.extremalIndex | Extremal index estimation and automatic declustering |
dgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
dgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
edf | Compute empirical distribution function |
endPoint | Calculate upper end point for a fitted extreme value model |
endPoint.evmBoot | Calculate upper end point for a fitted extreme value model |
endPoint.evmOpt | Calculate upper end point for a fitted extreme value model |
endPoint.evmSim | Calculate upper end point for a fitted extreme value model |
evm | Extreme value modelling |
evm.declustered | Extremal index estimation and automatic declustering |
evm.default | Extreme value modelling |
evmBoot | Extreme value modelling |
evmFit | Internal functions for texmex |
evmSim | Extreme value modelling |
evmSimSetSeed | Set the seed from a fitted evmSim object. |
extremalIndex | Extremal index estimation and automatic declustering |
extremalIndexRangeFit | Extremal index estimation and automatic declustering |
findFormulae | Worker functions for texmex |
getPlotRLdata | Internal functions for texmex |
gev | Create families of distributions |
gpd | Create families of distributions |
gpd.info | Internal functions for texmex |
gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
hist.evmOpt | Internal functions for texmex |
initRNG | Extreme value modelling |
linearPredictors | Predict return levels from extreme value models, or obtain the linear predictors. |
linearPredictors.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
linearPredictors.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
linearPredictors.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
liver | Liver related laboratory data |
MCS | Multivariate conditional Spearman's rho |
mex | Conditional multivariate extreme values modelling |
mexDependence | Estimate the dependence parameters in a conditional multivariate extreme values model |
mexRangeFit | Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds. |
mexTransform | Internal functions for texmex |
migpd | Fit multiple independent generalized Pareto models |
migpdCoefs | Change values of parameters in a migpd object |
mrl | Mean residual life plot |
namesBoot2sim | Internal functions for texmex |
pgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
pgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
plot.bootMCS | Multivariate conditional Spearman's rho |
plot.bootmex | Bootstrap a conditional multivariate extreme values model |
plot.chi | Measures of extremal dependence |
plot.copula | Calculate the copula of a matrix of variables |
plot.declustered | Extremal index estimation and automatic declustering |
plot.evmBoot | Extreme value modelling |
plot.evmOpt | Extreme value modelling |
plot.evmSim | Extreme value modelling |
plot.extremalIndex | Methods for texmex objects |
plot.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
plot.hist.evmOpt | Methods for texmex objects |
plot.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
plot.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
plot.lp.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
plot.MCS | Multivariate conditional Spearman's rho |
plot.mex | Conditional multivariate extreme values modelling |
plot.mexRangeFit | Methods for texmex objects |
plot.migpd | Fit multiple independent generalized Pareto models |
plot.mrl | Mean residual life plot |
plot.ppevm | Methods for texmex objects |
plot.predict.mex | Conditional multivariate extreme values modelling |
plot.qqevm | Methods for texmex objects |
plot.rl.evmBoot | Return levels |
plot.rl.evmOpt | Return levels |
plot.rl.evmSim | Return levels |
plotrl.evm | Internal functions for texmex |
plotrl.evmOpt | Internal functions for texmex |
plotRLevm | Internal functions for texmex |
portpirie | Rain, wavesurge and portpirie datasets. |
PosGumb.Laplace.negloglik | Internal functions for texmex |
PosGumb.Laplace.negProfileLogLik | Internal functions for texmex |
ppevm | Internal functions for texmex |
predict.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
predict.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
predict.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
predict.mex | Conditional multivariate extreme values modelling |
print.bootMCS | Methods for texmex objects |
print.bootmex | Bootstrap a conditional multivariate extreme values model |
print.chi | Methods for texmex objects |
print.copula | Methods for texmex objects |
print.declustered | Methods for texmex objects |
print.evmBoot | Extreme value modelling |
print.evmOpt | Extreme value modelling |
print.evmSim | Extreme value modelling |
print.extremalIndex | Methods for texmex objects |
print.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
print.hist.evmOpt | Methods for texmex objects |
print.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
print.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
print.lp.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
print.MCS | Methods for texmex objects |
print.mex | Methods for texmex objects |
print.mexDependence | Methods for texmex objects |
print.migpd | Methods for texmex objects |
print.mrl | Mean residual life plot |
print.ppevm | Methods for texmex objects |
print.predict.mex | Methods for texmex objects |
print.rl.evmBoot | Return levels |
print.rl.evmOpt | Return levels |
print.rl.evmSim | Return levels |
print.summary.evmBoot | Methods for texmex objects |
print.summary.evmOpt | Methods for texmex objects |
print.summary.evmSim | Methods for texmex objects |
print.summary.predict.mex | Methods for texmex objects |
print.texmexFamily | Create families of distributions |
qgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
qgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
qgpd2 | Internal functions for texmex |
qqevm | Internal functions for texmex |
rain | Rain, wavesurge and portpirie datasets. |
revTransform | Internal functions for texmex |
rFrechet | Internal functions for texmex |
rgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution |
rgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
rl | Return levels |
rl.evmBoot | Return levels |
rl.evmOpt | Return levels |
rl.evmSim | Return levels |
rMaxAR | Internal functions for texmex |
summary.bootMCS | Multivariate conditional Spearman's rho |
summary.chi | Measures of extremal dependence |
summary.copula | Methods for texmex objects |
summary.evmBoot | Extreme value modelling |
summary.evmOpt | Extreme value modelling |
summary.evmSim | Extreme value modelling |
summary.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
summary.lp.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors. |
summary.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors. |
summary.lp.evmSim | Predict return levels from extreme value models, or obtain the linear predictors. |
summary.MCS | Methods for texmex objects |
summary.mex | Methods for texmex objects |
summary.migpd | Methods for texmex objects |
summary.mrl | Mean residual life plot |
summary.predict.mex | Conditional multivariate extreme values modelling |
summary.rl.evmBoot | Return levels |
summary.rl.evmOpt | Return levels |
summary.rl.evmSim | Return levels |
summary.texmexFamily | Create families of distributions |
summer | Air pollution data, separately for summer and winter months |
texmex | Extreme value modelling |
texmexCheckMap | Extreme value modelling |
texmexFamily | Create families of distributions |
texmexGetParam | Worker functions for texmex |
texmexJumpConst | Extreme value modelling |
texmexMakeCI | Worker functions for prediction |
texmexMakeCISim | Worker functions for prediction |
texmexMakeCovariance | Worker functions for prediction |
texmexMakeNewdataD | Worker functions for prediction |
texmexMakeParams | Worker functions for prediction |
texmexMethod | Worker functions for texmex |
texmexMetropolis | Extreme value modelling |
texmexParameters | Worker functions for texmex |
texmexPredictSE | Worker functions for prediction |
texmexPrepareData | Worker functions for texmex |
texmexPrior | Worker functions for texmex |
texmexPriorParameters | Worker functions for texmex |
texmexPst | Internal functions for texmex |
texmexThresholdData | Worker functions for texmex |
texmexTrace | Worker functions for texmex |
thinAndBurn | Process Metropolis output from extreme value model fitting to discard unwanted observations. |
thinAndBurn.evmSim | Process Metropolis output from extreme value model fitting to discard unwanted observations. |
u2gpd | Internal functions for texmex |
wavesurge | Rain, wavesurge and portpirie datasets. |
winter | Air pollution data, separately for summer and winter months |