Statistical modelling of extreme values


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Documentation for package ‘texmex’ version 2.1

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A B C D E F G H I L M N P Q R S T U W

texmex-package Extreme value modelling

-- A --

addCoefficients Internal functions for texmex
addCov Worker functions for prediction
addCovariance Internal functions for texmex
AIC.evmOpt Extreme value modelling

-- B --

bootExtremalIndex Extremal index estimation and automatic declustering
bootMCS Multivariate conditional Spearman's rho
bootmex Bootstrap a conditional multivariate extreme values model

-- C --

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

-- D --

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

-- E --

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

-- F --

findFormulae Worker functions for texmex

-- G --

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

-- H --

hist.evmOpt Internal functions for texmex

-- I --

initRNG Extreme value modelling

-- L --

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

-- M --

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

-- N --

namesBoot2sim Internal functions for texmex

-- P --

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

-- Q --

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

-- R --

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

-- S --

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

-- T --

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.

-- U --

u2gpd Internal functions for texmex

-- W --

wavesurge Rain, wavesurge and portpirie datasets.
winter Air pollution data, separately for summer and winter months