Threshold exceedences and multivariate extremes


[Up] [Top]

Documentation for package ‘texmex’ version 1.3

Help Pages

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.

-- A --

addCov Internal functions for texmex
AIC.gpd Generalized Pareto distribution modelling

-- B --

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

-- C --

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

-- D --

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

-- E --

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

-- F --

fittedGPDscale Internal functions for texmex
fittedGPDshape Internal functions for texmex

-- G --

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

-- H --

hist.gpd Internal functions for texmex

-- I --

info.gpd Internal functions for texmex
initial_posneg Internal functions for texmex
inv_Laplace Internal functions for texmex

-- L --

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

-- 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
mrlPlot Mean residual life plot

-- N --

namesBoot2bgpd Internal functions for texmex

-- P --

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

-- Q --

qgpd Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
qgpd2 Internal functions for texmex
qqgpd Internal functions for texmex

-- R --

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

-- S --

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

-- T --

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.

-- U --

u2gpd Internal functions for texmex

-- V --

validate.texmex Validate the texmex package

-- W --

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

-- misc --

.extRemes.decluster.intervals Internal functions for texmex
.extRemes.decluster.runs Internal functions for texmex
.extRemes.exi.intervals Internal functions for texmex