| POT-package |
Overview of the 'POT' package |
| anova.bvpot |
Anova Tables: Bivariate Case |
| anova.uvpot |
Anova Tables: Univariate Case |
| ardieres |
High Flood Flows of the Ardieres River at Beaujeu |
| chimeas |
Dependence Measures For Extreme Values Analysis |
| clust |
Identify Extreme Clusters within a Time Series |
| coef.pot |
Extract model coefficients of a "pot" model |
| confint.uvpot |
Generic Function to Compute (Profile) Confidence Intervals |
| convassess |
Convergence Assessment for Fitted Objects |
| convassess.bvpot |
Convergence Assessment for Fitted Objects |
| convassess.mcpot |
Convergence Assessment for Fitted Objects |
| convassess.uvpot |
Convergence Assessment for Fitted Objects |
| dens |
Density Plot: Univariate Case |
| dens.uvpot |
Density Plot: Univariate Case |
| dexi |
Compute the Density of the Extremal Index |
| dgpd |
The Generalized Pareto Distribution |
| diplot |
Threshold Selection: The Dispersion Index Plot |
| exiplot |
Extremal Index Plot |
| fitbvgpd |
Fitting Bivariate Peaks Over a Threshold Using Bivariate Extreme Value Distributions |
| fitexi |
Extremal Index Estimation |
| fitgpd |
Fitting a GPD to Peaks Over a Threshold |
| fitmcgpd |
Fitting Markov Chain Models to Peaks Over a Threshold |
| fitpp |
Fitting the point process characterisation to exceedances above a threshold |
| frech2gpd |
Transforms GPD Observations to Unit Frechet Ones and Vice Versa |
| gpd.firl |
Fisher Based Confidence Interval for the GP Distribution |
| gpd.fiscale |
Fisher Based Confidence Interval for the GP Distribution |
| gpd.fishape |
Fisher Based Confidence Interval for the GP Distribution |
| gpd.pfrl |
Profiled Confidence interval for the GP Distribution |
| gpd.pfscale |
Profiled Confidence interval for the GP Distribution |
| gpd.pfshape |
Profiled Confidence interval for the GP Distribution |
| gpd2frech |
Transforms GPD Observations to Unit Frechet Ones and Vice Versa |
| lmomplot |
Threshold Selection: The L-moments Plot |
| logLik.pot |
Extract Log-Likelihood |
| mrlplot |
Threshold Selection: The Empirical Mean Residual Life Plot |
| pbvgpd |
Parametric Bivariate GPD |
| pgpd |
The Generalized Pareto Distribution |
| pickdep |
The Pickands' Dependence Function |
| plot.bvpot |
Graphical Diagnostics: the Bivariate Extreme Value Distribution Model. |
| plot.mcpot |
Graphical Diagnostics: Markov Chains for All Exceedances. |
| plot.uvpot |
Graphical Diagnostic: the Univariate GPD Model |
| POT |
Overview of the 'POT' package |
| pp |
Probability Probability Plot |
| pp.uvpot |
Probability Probability Plot |
| print.bvpot |
Printing bvpot objects |
| print.mcpot |
Printing mcpot objects |
| print.uvpot |
Printing uvpot objects |
| prob2rp |
Converts Return Periods to Probability and Vice Versa |
| qgpd |
The Generalized Pareto Distribution |
| qq |
Quantile Quantile Plot |
| qq.uvpot |
Quantile Quantile Plot |
| rbvgpd |
Parametric Bivariate GPD |
| retlev |
Return Level Plot |
| retlev.bvpot |
Return Level Plot: Bivariate Case |
| retlev.mcpot |
Return Level Plot |
| retlev.uvpot |
Return Level Plot |
| rgpd |
The Generalized Pareto Distribution |
| rp2prob |
Converts Return Periods to Probability and Vice Versa |
| samlmu |
Compute Sample L-moments |
| simmc |
Simulate Markov Chains With Extreme Value Dependence Structures |
| simmcpot |
Simulate an Markov Chain with a Fixed Extreme Value Dependence from a Fitted mcpot Object |
| specdens |
Spectral Density Plot |
| summary.pot |
Compactly display the structure |
| tailind.test |
Testing for Tail Independence in Extreme Value Models |
| tcplot |
Threshold Selection: The Threshold Choice Plot |
| ts2tsd |
Mobile Window on a Time Series |
| tsdep.plot |
Diagnostic for Dependence within Time Series Extremes |