Renewal method for extreme values extrapolation


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Documentation for package ‘Renext’ version 1.0-0

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Renext-package Renewal method for extreme values extrapolation
barplotRenouv Barplot for Renouv "Over Threshold" counts
Brest Surge heights at Brest
Brest.years Surge heigths at Brest partial data
Brest.years.missing Years with missing periods in 'Brest.year' dataset
dmixexp2 Mixture of two exponential distributions
dSLTW Shifted Left Truncated Weibull (SLTW) distribution
dspareto Shifted Pareto dstribution
Dunkerque Surge heights at Dunkerque
EM.mixexp Expectation-Maximisation for a mixture of exponentials
expplot Classical "exponential distribution" plot
fRenouv Fit a renewal ("Renouvellement") model
fweibull ML estimation of classical Weibull distribution
Garonne Flow of the french river La Garonne
gof.date Goodness-of-fit for the repartition of dates
gofExp.test Goodness-of-fit test for exponential distribution
Hmixexp2 Mixture of two exponential distributions
hmixexp2 Mixture of two exponential distributions
ini.mixexp2 Simple estimation for the mixture of two exponential distributions
interevt Interevents (or interarrivals) from events dates
MixExp2 Mixture of two exponential distributions
mom.mixexp2 Moment estimation for the mixture of two exponential distributions
mom2par Parameters from moments
NBlevy Negative Binomial Levy point process
plot.Rendata Plot a Rendata object
pmixexp2 Mixture of two exponential distributions
pSLTW Shifted Left Truncated Weibull (SLTW) distribution
pspareto Shifted Pareto dstribution
qmixexp2 Mixture of two exponential distributions
qSLTW Shifted Left Truncated Weibull (SLTW) distribution
qspareto Shifted Pareto dstribution
readXML Read data using an XML index file
Renext Renewal method for extreme values extrapolation
RLplot Return level plot
rmixexp2 Mixture of two exponential distributions
rRenouv Simulation of renewal ("Renouvellement") data
rSLTW Shifted Left Truncated Weibull (SLTW) distribution
rspareto Shifted Pareto dstribution
skip2noskip Fix non-skipped periods from skipped ones
SLTW Shifted Left Truncated Weibull (SLTW) distribution
spareto Shifted Pareto dstribution
weibplot Classical Weibull distribution plot