Package 'extRemes' - What are R and CRAN?

44 fevd
Schwarz, G. E. (1978). Estimating the dimension of a model. Annals of Statistics, 6, 461–464.
Smith, R. L. and Shively, T. S. (1995). A point process approach to modeling trends in tropospheric
ozone. Atmospheric Environment, 29, 3489–3499.
von Mises, R. (1936). La distribution de la plus grande de n valeurs, Rev. Math. Union Interbalcanique
1, 141–160.
See Also
ci.fevd for obtaining parameter and return level confidence intervals.
distill.fevd for stripping out a vector of parameter estimates and perhaps other pertinent information
from an fevd object.
For functions to find the density, probability df, quantiles and simulate data from, an EV df, see:
devd, pevd, qevd, revd
For functions to find the probability df and simulate random data from a fitted model from fevd,
see: pextRemes, rextRemes
For functions to determine if the extreme data are independent or not, see: extremalindex, atdf
For functions to help choose a threshold, see: threshrange.plot, mrlplot
To decluster stationary dependent extremes, see: decluster
For more on formulas in R, see: formula
To grab the parameters of a fitted fevd model, see: findpars
To calculate the parameter covariance, see: optimHess, parcov.fevd
To see more about the extRemes method functions described here, see: ci and distill
To calculate effective return levels and CI’s for MLE and Bayesian estimation of non-stationary
models, see ci.rl.ns.fevd.bayesian, ci.rl.ns.fevd.mle and return.level
To obtain the original data set from a fitted fevd object, use: datagrabber
To calculate the profile likelihood, see: profliker
To test the statistical significance of nested models with additional parameters, see: lr.test
To find effective return levels for non-stationary models, see: erlevd
To determine if an fevd object is stationary or not, use: is.fixedfevd and check.constant
For more about the plots created for fevd fitted objects, see: ppoints, density, hist, qqplot
For general numerical optimization in R, see: optim
Examples
z