An Introduction to Statistical Modeling of Extreme Values


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Documentation for package ‘ismev’ version 1.32

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dowjones Daily Closing Prices of The Dow Jones Index
engine Engine Failure Time Data
euroex UK/Euro Exchange Rates
exchange UK/US and UK/Canada Exchange Rates
fremantle Annual Maximum Sea Levels at Fremantle, Western Australia
gev.diag Diagnostic Plots for GEV Models
gev.fit Maximum-likelihood Fitting of the GEV Distribution
gev.prof Profile Log-likelihoods for Stationary GEV Models
gev.profxi Profile Log-likelihoods for Stationary GEV Models
glass Breaking Strengths of Glass Fibres
gpd.diag Diagnostic Plots for GPD Models
gpd.fit Maximum-likelihood Fitting for the GPD Model
gpd.fitrange Fitting the GPD Model Over a Range of Thresholds
gpd.prof Profile Log-likelihoods for Stationary GPD Models
gpd.profxi Profile Log-likelihoods for Stationary GPD Models
gum.diag Diagnostic Plots for Gumbel Models
gum.fit Maximum-likelihood Fitting of the Gumbel Distribution
mrl.plot Mean Residual Life Plot
portpirie Annual Maximum Sea Levels at Port Pirie, South Australia
pp.diag Diagnostic Plots for Point Process Models
pp.fit Maximum-likelihood Fitting for the Point Process Model
pp.fitrange Fitting the Point Process Model Over a Range of Thresholds
rain Daily Rainfall Accumulations in South-West England
rlarg.diag Diagnostic Plots for Order Statistics Models
rlarg.fit Maximum-likelihood Fitting of Order Statistics Model
venice Venice Sea Levels
wavesurge Wave and Surge Heights in South-West England
wind Annual Maximum Wind Speeds at Albany and Hartford
wooster Minimum Temperatures at Wooster, Ohio