A B C D E F G H I L M N P Q R S T U V W misc
texmex-package | Conditional multivariate extreme values modelling. |
addCov | Internal functions for texmex |
AIC.gpd | Generalized Pareto distribution modelling |
bgpdSetSeed | Set the seed from a fitted bgpd object. |
bootExtremalIndex | Extremal index estimation and automatic declustering |
bootgpd | Parametric bootstrap for generalized Pareto models |
bootMCS | Multivariate conditional Spearman's rho |
bootmex | Bootstrap a conditional multivariate extreme values model |
chi | Measures of extremal dependence |
coef.bgpd | Methods for texmex objects |
coef.gpd | Generalized Pareto distribution modelling |
coef.mex | Methods for texmex objects |
coef.migpd | Methods for texmex objects |
coefficients.bgpd | Methods for texmex objects |
coefficients.gpd | Methods for texmex objects |
coefficients.mex | Methods for texmex objects |
coefficients.migpd | Methods for texmex objects |
ConstraintsAreSatisfied | Internal functions for texmex |
copula | Calculate the copula of a matrix of variables |
Dcond | Internal functions for texmex |
declust | Extremal index estimation and automatic declustering |
declust.default | Extremal index estimation and automatic declustering |
declust.extremalIndex | Extremal index estimation and automatic declustering |
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 fitted GPD |
endPoint.bgpd | Calculate upper end point for fitted GPD |
endPoint.gpd | Calculate upper end point for fitted GPD |
estimate_HT | Internal functions for texmex |
estimate_HT_KPT_joint_posneg_nm | Internal functions for texmex |
extremalIndex | Extremal index estimation and automatic declustering |
extremalIndexRangeFit | Extremal index estimation and automatic declustering |
fittedGPDscale | Internal functions for texmex |
fittedGPDshape | Internal functions for texmex |
gpd | Generalized Pareto distribution modelling |
gpd.declustered | Extremal index estimation and automatic declustering |
gpd.default | Generalized Pareto distribution modelling |
gpdDelta | Internal functions for texmex |
gpdFit | Internal functions for texmex |
gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values |
hist.gpd | Internal functions for texmex |
info.gpd | Internal functions for texmex |
initial_posneg | Internal functions for texmex |
inv_Laplace | Internal functions for texmex |
linearPredictors | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
linearPredictors.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
linearPredictors.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
linearPredictors.gpd | Predict return levels from Generalized Pareto Distribution 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 |
mrlPlot | Mean residual life plot |
namesBoot2bgpd | Internal functions for texmex |
pgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
plot.bgpd | Generalized Pareto distribution modelling |
plot.bootgpd | Parametric bootstrap for generalized Pareto models |
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.extremalIndex | Methods for texmex objects |
plot.gpd | Generalized Pareto distribution modelling |
plot.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
plot.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
plot.lp.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
plot.MCS | Multivariate conditional Spearman's rho |
plot.mex | Conditional multivariate extreme values modelling |
plot.migpd | Fit multiple independent generalized Pareto models |
plot.predict.mex | Conditional multivariate extreme values modelling |
plot.rl.bgpd | Return levels |
plot.rl.bootgpd | Return levels |
plot.rl.gpd | Return levels |
plotrl.gpd | Internal functions for texmex |
plotRLgpd | Internal functions for texmex |
PosGumb.Laplace.negloglik | Internal functions for texmex |
PosGumb.Laplace.negProfileLogLik | Internal functions for texmex |
ppgpd | Internal functions for texmex |
predict.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
predict.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
predict.gpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
predict.mex | Conditional multivariate extreme values modelling |
print.bgpd | Generalized Pareto distribution modelling |
print.bootgpd | Parametric bootstrap for generalized Pareto models |
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.extremalIndex | Methods for texmex objects |
print.gpd | Generalized Pareto distribution modelling |
print.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
print.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
print.lp.gpd | Predict return levels from Generalized Pareto Distribution 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.predict.mex | Methods for texmex objects |
print.rl.bgpd | Return levels |
print.rl.bootgpd | Return levels |
print.rl.gpd | Return levels |
print.summary.bgpd | Methods for texmex objects |
print.summary.bootgpd | Parametric bootstrap for generalized Pareto models |
print.summary.gpd | Methods for texmex objects |
print.summary.predict.mex | Methods for texmex objects |
Profile_likelihood_cd_nm_joint_D_KT | Internal functions for texmex |
Profile_likelihood_cd_nm_joint_D_KT_neg | Internal functions for texmex |
Profile_likelihood_HT_unc | Internal functions for texmex |
profile_minmax_joint_posneg_KT | Internal functions for texmex |
qgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
qgpd2 | Internal functions for texmex |
qqgpd | Internal functions for texmex |
rain | Rain and wavesurge datasets. |
revTransform | Internal functions for texmex |
rFrechet | Internal functions for texmex |
rgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution |
rl | Return levels |
rl.bgpd | Return levels |
rl.bootgpd | Return levels |
rl.gpd | Return levels |
rMaxAR | Internal functions for texmex |
roots | Internal functions for texmex |
show.bootgpd | Parametric bootstrap for generalized Pareto models |
show.bootMCS | Methods for texmex objects |
show.bootmex | Bootstrap a conditional multivariate extreme values model |
show.copula | Methods for texmex objects |
show.declustered | Methods for texmex objects |
show.extremalIndex | Methods for texmex objects |
show.gpd | Generalized Pareto distribution modelling |
show.MCS | Methods for texmex objects |
show.mex | Methods for texmex objects |
show.mexDependence | Methods for texmex objects |
show.migpd | Methods for texmex objects |
show.predict.mex | Methods for texmex objects |
show.summary.bgpd | Methods for texmex objects |
show.summary.bootgpd | Parametric bootstrap for generalized Pareto models |
show.summary.gpd | Methods for texmex objects |
show.summary.predict.mex | Methods for texmex objects |
summary.bgpd | Methods for texmex objects |
summary.bootgpd | Parametric bootstrap for generalized Pareto models |
summary.bootMCS | Multivariate conditional Spearman's rho |
summary.chi | Measures of extremal dependence |
summary.copula | Methods for texmex objects |
summary.gpd | Generalized Pareto distribution modelling |
summary.lp.bgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
summary.lp.bootgpd | Predict return levels from Generalized Pareto Distribution models, or obtain the linear predictors. |
summary.lp.gpd | Predict return levels from Generalized Pareto Distribution 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.predict.mex | Conditional multivariate extreme values modelling |
summary.rl.bgpd | Return levels |
summary.rl.bootgpd | Return levels |
summary.rl.gpd | Return levels |
summer | Air pollution data, separately for summer and winter months |
test.bootgpd | Validate the texmex package |
test.bootmex | Validate the texmex package |
test.chi | Validate the texmex package |
test.closures | Internal functions for texmex |
test.copula | Validate the texmex package |
test.dgpd | Validate the texmex package |
test.endPoint | Validate the texmex package |
test.extremalIndex | Validate the texmex package |
test.gpd | Validate the texmex package |
test.gpdRangeFit | Validate the texmex package |
test.info.gpd | Validate the texmex package |
test.MCS | Validate the texmex package |
test.mex | Validate the texmex package |
test.mexDependence | Validate the texmex package |
test.mexRangeFit | Validate the texmex package |
test.migpd | Validate the texmex package |
test.migpdCoefs | Validate the texmex package |
test.mrlPlot | Validate the texmex package |
test.pgpd | Validate the texmex package |
test.plot.bootmex | Validate the texmex package |
test.plot.chi | Validate the texmex package |
test.plot.gpd | Validate the texmex package |
test.plot.lp.gpd | Validate the texmex package |
test.plot.mex | Validate the texmex package |
test.plot.mexDependence | Validate the texmex package |
test.plot.migpd | Validate the texmex package |
test.plot.predict.mex | Validate the texmex package |
test.plotrl.gpd | Validate the texmex package |
test.predict.bgpd | Validate the texmex package |
test.predict.bootgpd | Validate the texmex package |
test.predict.gpd | Validate the texmex package |
test.predict.mex | Validate the texmex package |
test.qgpd | Validate the texmex package |
test.revTransform | Validate the texmex package |
test.rgpd | Validate the texmex package |
test.thinAndBurn.bgpd | Validate the texmex package |
texmex | Conditional multivariate extreme values modelling. |
thinAndBurn | Process Metropolis output from GPD fitting to discard unwanted observations. |
thinAndBurn.bgpd | Process Metropolis output from GPD fitting to discard unwanted observations. |
u2gpd | Internal functions for texmex |
validate.texmex | Validate the texmex package |
wavesurge | Rain and wavesurge datasets. |
winter | Air pollution data, separately for summer and winter months |
.extRemes.decluster.intervals | Internal functions for texmex |
.extRemes.decluster.runs | Internal functions for texmex |
.extRemes.exi.intervals | Internal functions for texmex |