Extreme Values in R

Documentation for package ‘evir’ version 1.6

bmw	Daily Log Returns on BMW Share Price
danish	Danish Fire Insurance Claims
decluster	Decluster Point Process
dgev	Generalized Extreme Value Distribution
dgpd	Generalized Pareto Distribution
emplot	Plot of Empirical Distribution Function
exindex	Estimate Extremal Index
findthresh	Find Threshold
gev	Fit Generalized Extreme Value Distribution
gpd	Fit Generalized Pareto Model
gpd.q	Add Quantile Estimates to plot.gpd
gpd.sfall	Add Expected Shortfall Estimates to a GPD Plot
gpdbiv	Implements Bivariate POT Method
gumbel	Fit Gumbel Distribution
hill	Create Hill Plot
interpret.gpdbiv	Interpret Results of Bivariate GPD Fit
meplot	Sample Mean Excess Plot
nidd.annual	The River Nidd Data
nidd.thresh	The River Nidd Data
pgev	Generalized Extreme Value Distribution
pgpd	Generalized Pareto Distribution
plot.gev	Plot Fitted GEV Model
plot.gpd	Plot Fitted GPD Model
plot.gpdbiv	Plot Fitted Bivariate GPD Model
plot.potd	Plot Fitted POT Model
pot	Peaks Over Thresholds Model
qgev	Generalized Extreme Value Distribution
qgpd	Generalized Pareto Distribution
qplot	Exploratory QQplot for Extreme Value Analysis
quant	Plot of GPD Tail Estimate of a High Quantile
records	Calculate Record Development
rgev	Generalized Extreme Value Distribution
rgpd	Generalized Pareto Distribution
riskmeasures	Calculates Quantiles and Expected Shortfalls
rlevel.gev	Calculate Return Levels Based on GEV Fit
shape	Plot for GPD Shape Parameter
siemens	Daily Log Returns on Siemens Share Price
sp.raw	SP Data to June 1993
spto87	SP Return Data to October 1987
tailplot	Plot Tail Estimate From GPD Model