Package: ismev 1.42

ismev: An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Authors:Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.

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ismev.pdf |ismev.html✨
ismev/json (API)

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

Peer review:

Datasets:
  • 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
  • glass - Breaking Strengths of Glass Fibres
  • portpirie - Annual Maximum Sea Levels at Port Pirie, South Australia
  • rain - Daily Rainfall Accumulations in South-West England
  • 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

On CRAN:

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

4.98 score 13 packages 258 scripts 2.4k downloads 4 mentions 60 exports 4 dependencies

Last updated 6 years agofrom:ffe568d732. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-winOKOct 31 2024
R-4.5-linuxOKOct 31 2024
R-4.4-winOKOct 31 2024
R-4.4-macOKOct 31 2024
R-4.3-winOKOct 31 2024
R-4.3-macOKOct 31 2024

Exports:adjustD2DrLogLgamGPDbootgamGPDfitgamGPDfitUpgev.densgev.diaggev.fitgev.hisgev.ppgev.profgev.profxigev.qqgev.rlgev.rl.gradientgevfgevqgpd.densgpd.diaggpd.fitGPD.fitgpd.fitrangegpd.hisgpd.ppGPD.predictgpd.profgpd.profxigpd.qqgpd.rlgpd.rl.gradientgpdfgpdqgpdq2gum.densgum.dfgum.diaggum.fitgum.qgum.rllambda.fitlambda.predictmrl.plotpp.diagpp.fitpp.fitrangepp.pppp.qqppfpppppqq.formrlarg.diagrlarg.fitrlarg.pprlarg.qqrlargfrlargqrlargq2rLogLsample.real

Dependencies:latticeMatrixmgcvnlme

Readme and manuals

Help Manual

Help pageTopics
Daily Closing Prices of The Dow Jones Indexdowjones
Engine Failure Time Dataengine
UK/Euro Exchange Rateseuroex
UK/US and UK/Canada Exchange Ratesexchange
Annual Maximum Sea Levels at Fremantle, Western Australiafremantle
Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood EstimationgamGPDboot gamGPDfit
Diagnostic Plots for GEV Modelsgev.diag
Maximum-likelihood Fitting of the GEV Distributiongev.fit
Profile Log-likelihoods for Stationary GEV Modelsgev.prof gev.profxi
Breaking Strengths of Glass Fibresglass
Diagnostic Plots for GPD Modelsgpd.diag
Maximum-likelihood Fitting for the GPD Modelgpd.fit
Fitting the GPD Model Over a Range of Thresholdsgpd.fitrange
Profile Log-likelihoods for Stationary GPD Modelsgpd.prof gpd.profxi
Diagnostic Plots for Gumbel Modelsgum.diag
Maximum-likelihood Fitting of the Gumbel Distributiongum.fit
ismev - an Introduction to Statistical Modeling of Extreme Valuesismev
Mean Residual Life Plotmrl.plot
Annual Maximum Sea Levels at Port Pirie, South Australiaportpirie
Diagnostic Plots for Point Process Modelspp.diag
Maximum-likelihood Fitting for the Point Process Modelpp.fit
Fitting the Point Process Model Over a Range of Thresholdspp.fitrange
Daily Rainfall Accumulations in South-West Englandrain
Diagnostic Plots for Order Statistics Modelsrlarg.diag
Maximum-likelihood Fitting of Order Statistics Modelrlarg.fit
Venice Sea Levelsvenice
Wave and Surge Heights in South-West Englandwavesurge
Annual Maximum Wind Speeds at Albany and Hartfordwind
Minimum Temperatures at Wooster, Ohiowooster