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:Eric Gilleland

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# Install 'extRemes' in R:
install.packages('extRemes', repos = c('https://ericgilleland.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • 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

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

4.60 score 2 stars 5 packages 460 scripts 2.9k downloads 151 exports 4 dependencies

Last updated 9 months agofrom:cf5a543490. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 30 2024
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R-4.4-winOKOct 30 2024
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R-4.3-macOKOct 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

Readme and manuals

Help Manual

Help pageTopics
extRemes - Weather and Climate Applications of Extreme Value Analysis (EVA)extRemes-package extRemes
Auto-Tail Dependence Functionatdf plot.atdf
Estimate Bayes FactorBayesFactor
Find Block Maximablockmaxxer blockmaxxer.data.frame blockmaxxer.fevd blockmaxxer.matrix blockmaxxer.vector
European Climate Assessment and DatasetCarcasonneHeat
Confidence Intervalsci.fevd ci.fevd.bayesian ci.fevd.lmoments ci.fevd.mle
Confidence/Credible Intervals for Effective Return Levelsci.rl.ns.fevd.bayesian ci.rl.ns.fevd.mle
Hurricane Damage Datadamage
Get Original Data from an R Objectdatagrabber.declustered datagrabber.extremalindex datagrabber.fevd
Decluster Data Above a Thresholddecluster decluster.data.frame decluster.default decluster.intervals decluster.runs plot.declustered print.declustered
Denver Minimum TemperatureDenmint
Denver July hourly precipitation amount.Denversp
Extreme Value Distributionsdevd pevd qevd revd
Distill Parameter Informationdistill.fevd distill.fevd.bayesian distill.fevd.lmoments distill.fevd.mle
Effective Return Levelserlevd
Extemal Indexci.extremalindex extremalindex print.extremalindex
Fort Collins, Colorado Weather DataFCwx
Fit An Extreme Value Distribution (EVD) to Datafevd plot.fevd plot.fevd.bayesian plot.fevd.lmoments plot.fevd.mle print.fevd summary.fevd summary.fevd.bayesian summary.fevd.lmoments summary.fevd.mle
Manipulate MCMC Output from fevd ObjectsfindAllMCMCpars
Get EVD Parametersfindpars findpars.fevd findpars.fevd.bayesian findpars.fevd.lmoments findpars.fevd.mle
United States Total Economic Damage Resulting from FloodsFlood
Daily precipitation amounts in Fort Collins, Colorado.Fort
Fit Homogeneous Poisson to Data and Test Equality of Mean and Variancefpois fpois.data.frame fpois.default fpois.list fpois.matrix
Annual Maximum Precipitation: Fort Collins, Coloradoftcanmax
Summer Maximum and Minimum Temperature: Phoenix, ArizonaHEAT
Heat Wave Magnitude Indexhwmi
Heat Wave Magnitude Indexhwmid
Stationary Fitted Model Checkcheck.constant is.fixedfevd
Extreme Value Likelihoodlevd
Likelihood-Ratio Testlr.test
Covariate Matrix for Non-Stationary EVD Projectionsis.qcov make.qcov
Mean Residual Life Plotmrlplot
Ground-Level Ozone Order Statistics.Ozone4H
EVD Parameter Covarianceparcov.fevd
Salt River Peak Stream FlowPeak
Probabilities and Random Draws from Fitted EVDspextRemes pextRemes.fevd pextRemes.fevd.bayesian pextRemes.fevd.lmoments pextRemes.fevd.mle rextRemes rextRemes.fevd rextRemes.fevd.bayesian rextRemes.fevd.lmoments rextRemes.fevd.mle
Annual Maximum and Minimum TemperaturePORTw SEPTsp
Posterior Mode from an MCMC Samplepostmode postmode.fevd
Potomac River Peak Stream Flow Data.Potomac
Profile Likelihood Functionprofliker
Normal qq-plot with 95 Percent Simultaneous Confidence Bandsqqnorm
qq-plot Between Two Vectors of Data with 95 Percent Confidence Bandsplot.qqplot qqplot summary.qqplot
Return Level Estimatesprint.return.level return.level return.level.fevd return.level.fevd.bayesian return.level.fevd.lmoments return.level.fevd.mle return.level.ns.fevd.bayesian return.level.ns.fevd.mle
Reverse Transformationrevtrans.evd
Return Levels for Extreme Value Distributionsrlevd
Hurricane Frequency Dataset.Rsum
Santa Ana Winds DataSantaAna
Shift Plot Between Two Sets of Datashiftplot
Strip Fitted EVD Object of Everything but the Parameter Estimatesstrip strip.fevd
Tail Dependencetaildep
Tail Dependence Testrelative.rank taildep.test
Threshold Selection Through Fitting Models to a Range of Thresholdsthreshrange.plot
Daily Maximum and Minimum Temperature in Phoenix, Arizona.Tphap
Transform Datatrans trans.fevd
Additional Bootstrap Functions for Univariate EVAxbooter
Test-Inversion Bootstrap for Extreme-Value Analysisxtibber