Package: extRemes 2.1-4
extRemes: Extreme Value Analysis
General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) <doi:10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi:10.1175/JTECH-D-20-0070.1>.
Authors:
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extRemes.pdf |extRemes.html✨
extRemes/json (API)
# Install 'extRemes' in R: |
install.packages('extRemes', repos = c('https://ericgilleland.r-universe.dev', 'https://cloud.r-project.org')) |
- CarcasonneHeat - European Climate Assessment and Dataset
- Denmint - Denver Minimum Temperature
- Denversp - Denver July hourly precipitation amount.
- FCwx - Fort Collins, Colorado Weather Data
- Flood - United States Total Economic Damage Resulting from Floods
- Fort - Daily precipitation amounts in Fort Collins, Colorado.
- HEAT - Summer Maximum and Minimum Temperature: Phoenix, Arizona
- Ozone4H - Ground-Level Ozone Order Statistics.
- PORTw - Annual Maximum and Minimum Temperature
- Peak - Salt River Peak Stream Flow
- Potomac - Potomac River Peak Stream Flow Data.
- Rsum - Hurricane Frequency Dataset.
- SEPTsp - Annual Maximum and Minimum Temperature
- SantaAna - Santa Ana Winds Data
- Tphap - Daily Maximum and Minimum Temperature in Phoenix, Arizona.
- damage - Hurricane Damage Data
- ftcanmax - Annual Maximum Precipitation: Fort Collins, Colorado
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:cf5a543490. Checks:OK: 5 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 30 2024 |
R-4.5-win | NOTE | Oct 30 2024 |
R-4.5-linux | NOTE | Oct 30 2024 |
R-4.4-win | OK | Oct 30 2024 |
R-4.4-mac | OK | Oct 30 2024 |
R-4.3-win | OK | Oct 30 2024 |
R-4.3-mac | OK | Oct 30 2024 |
Exports:atdfBayesFactorblockmaxxerblockmaxxer.data.frameblockmaxxer.fevdblockmaxxer.matrixblockmaxxer.vectorcheck.constantci.extremalindexci.fevdci.fevd.bayesianci.fevd.lmomentsci.fevd.mleci.rl.ns.fevd.bayesianci.rl.ns.fevd.mleconsecDayMaxcut366thDaydatagrabber.declustereddatagrabber.extremalindexdatagrabber.fevddeclusterdecluster.data.framedecluster.defaultdecluster.intervalsdecluster.runsdensplot.evddevddistill.fevddistill.fevd.bayesiandistill.fevd.lmomentsdistill.fevd.mleeeploterlevdextremalindexfevdfevdPriorDefaultfevdProposalDefaultfindAllMCMCparsfindparsfindpars.fevdfindpars.fevd.bayesianfindpars.fevd.lmomentsfindpars.fevd.mlefpoisfpois.data.framefpois.defaultfpois.listfpois.matrixgrlevdgrlevdTracerhistplot.evdhwmihwmidhwmidFunhwmiFunhwyearinitializerinitializer.lmomentsinitializer.mleinitializer.momsis.fixedfevdis.qcovlevdlr.testmake.qcovmrlplotmvThresholdoevdoevd.profparoevdgenparcov.fevdpercentilefunpevdpextRemespextRemes.fevdpextRemes.fevd.bayesianpextRemes.fevd.lmomentspextRemes.fevd.mleplot.atdfplot.declusteredplot.eeplot.fevdplot.fevd.bayesianplot.fevd.lmomentsplot.fevd.mleplot.grlevdTracerplot.qqplotplot.xtibbedpostmodepostmode.fevdprint.declusteredprint.extremalindexprint.fevdprint.return.levelprint.xtibbedprobprob.plot.evdproflikerqevdqqnormqqplotquantilefunquantquant.plot.evdquantquant2.plot.evdrelative.rankreturn.levelreturn.level.fevdreturn.level.fevd.bayesianreturn.level.fevd.lmomentsreturn.level.fevd.mlereturn.level.ns.fevd.bayesianreturn.level.ns.fevd.mlerevdrevtrans.evdrextRemesrextRemes.fevdrextRemes.fevd.bayesianrextRemes.fevd.lmomentsrextRemes.fevd.mlerl.fevdrlevdrlgrad.fevdrlplot.evdrlvarsetup.designsetup.design.defaultsetup.design.fevdshapePriorBetashapePriorBetaOldshiftplotstripstrip.fevdstrip.fevd.bayesianstrip.fevd.lmomentsstrip.fevd.mlesummary.fevdsummary.fevd.bayesiansummary.fevd.lmomentssummary.fevd.mlesummary.qqplottaildeptaildep.testtftformRankFrechetthreshrange.plottranstrans.fevdwill.acceptxbooterxbooterBMxbooterPOTxtibber
Dependencies:distilleryLmomentsRcppRcppArmadillo