# Functions for Extreme Value Distributions

## Documentation for package ‘evd’ version 2.3-6.1

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

A B C D E F H L M O P Q R S T U V

## -- A --

abvevd | Parametric Dependence Functions of Bivariate Extreme Value Models
abvnonpar | Non-parametric Estimates for Dependence Functions of the Bivariate Extreme Value Distribution
amvevd | Parametric Dependence Functions of Multivariate Extreme Value Models
amvnonpar | Non-parametric Estimates for Dependence Functions of the Multivariate Extreme Value Distribution
anova.evd | Compare Nested EVD Objects

## -- B --

bvtcplot | Bivariate Threshold Choice Plot

## -- C --

ccbvevd | Calculate Conditional Copulas for Parametric Bivariate Extreme Value Distributions
chiplot | Dependence Measure Plots
clusters | Identify Clusters of Exceedences
confint.evd | Calculate Confidence Intervals
confint.profile.evd | Calculate Confidence Intervals

## -- D --

dbvevd | Parametric Bivariate Extreme Value Distributions
dextreme | Distributions of Maxima and Minima
dfrechet | The Frechet Distribution
dgev | The Generalized Extreme Value Distribution
dgpd | The Generalized Pareto Distribution
dgumbel | The Gumbel Distribution
dgumbelx | Maxima of Two Gumbel Distributions
dmvevd | Parametric Multivariate Extreme Value Distributions
dnweibull | The Reverse Weibull Distribution
dorder | Distributions of Order Statistics
drweibull | The Reverse Weibull Distribution

## -- E --

evind.test | Perform Hypothesis Test Of Independence
evmc | Simulate Markov Chains With Extreme Value Dependence Structures
exi | Estimates of the Extremal Index
exiplot | Plot Estimates of the Extremal Index

## -- F --

failure | Failure Times
fbvevd | Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
fbvpot | Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
fextreme | Maximum-likelihood Fitting of Maxima and Minima
fgev | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fgumbel | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
fgumbelx | Maximum-likelihood Fitting of the Maximum of Two Gumbel Distributions
fitted.evd | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
forder | Maximum-likelihood Fitting of Order Statistics
fox | Maximum Annual Flood Discharges of the Fox River
fpot | Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation

## -- H --

hbvevd | Parametric Spectral Density Functions of Bivariate Extreme Value Models

## -- L --

lisbon | Annual Maximum Wind Speeds at Lisbon
logLik.evd | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
lossalae | General Liability Claims

## -- M --

mar | Simulate MARMA(p,q) Processes
marma | Simulate MARMA(p,q) Processes
mma | Simulate MARMA(p,q) Processes
mrlplot | Empirical Mean Residual Life Plot
mtransform | GEV Transformations

## -- O --

ocmulgee | Maximum Annual Flood Discharges of the Ocmulgee River
oldage | Oldest Ages for Swedish Males and Females
oxford | Annual Maximum Temperatures at Oxford

## -- P --

pbvevd | Parametric Bivariate Extreme Value Distributions
pextreme | Distributions of Maxima and Minima
pfrechet | The Frechet Distribution
pgev | The Generalized Extreme Value Distribution
pgpd | The Generalized Pareto Distribution
pgumbel | The Gumbel Distribution
pgumbelx | Maxima of Two Gumbel Distributions
plot.bvevd | Plot Diagnostics for a Bivariate EVD Object
plot.bvpot | Plot Diagnostics for a Bivariate POT EVD Object
plot.gumbelx | Plot Diagnostics for a Univariate EVD Object
plot.profile.evd | Plot Profile Log-likelihoods
plot.profile2d.evd | Plot Joint Profile Log-likelihoods
plot.uvevd | Plot Diagnostics for a Univariate EVD Object
pmvevd | Parametric Multivariate Extreme Value Distributions
pnweibull | The Reverse Weibull Distribution
porder | Distributions of Order Statistics
portpirie | Annual Maximum Sea Levels at Port Pirie
print.bvevd | Maximum-likelihood Fitting of Bivariate Extreme Value Distributions
print.bvpot | Maximum-likelihood Fitting of Bivariate Extreme Value Distributions to Threshold Exceedances
print.evd | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
print.pot | Peaks Over Threshold Modelling using the Generalized Pareto or Point Process Representation
profile.evd | Method for Profiling EVD Objects
profile2d | Method for Profiling EVD Objects
profile2d.evd | Method for Profiling EVD Objects
prweibull | The Reverse Weibull Distribution

## -- Q --

qcbvnonpar | Non-parametric Estimates for Bivariate Quantile Curves
qextreme | Distributions of Maxima and Minima
qfrechet | The Frechet Distribution
qgev | The Generalized Extreme Value Distribution
qgpd | The Generalized Pareto Distribution
qgumbel | The Gumbel Distribution
qgumbelx | Maxima of Two Gumbel Distributions
qnweibull | The Reverse Weibull Distribution
qrweibull | The Reverse Weibull Distribution

## -- R --

rbvevd | Parametric Bivariate Extreme Value Distributions
rextreme | Distributions of Maxima and Minima
rfrechet | The Frechet Distribution
rgev | The Generalized Extreme Value Distribution
rgpd | The Generalized Pareto Distribution
rgumbel | The Gumbel Distribution
rgumbelx | Maxima of Two Gumbel Distributions
rmvevd | Parametric Multivariate Extreme Value Distributions
rnweibull | The Reverse Weibull Distribution
rorder | Distributions of Order Statistics
rrweibull | The Reverse Weibull Distribution

## -- S --

sask | Maximum Annual Flood Discharges of the North Saskachevan River
sealevel | Annual Sea Level Maxima at Dover and Harwich
sealevel2 | Annual Sea Level Maxima at Dover and Harwich with Indicator
std.errors | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
std.errors.evd | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution

## -- T --

tcplot | Threshold Choice Plot

## -- U --

uccle | Rainfall Maxima at Uccle, Belgium

## -- V --

vcov.evd | Maximum-likelihood Fitting of the Generalized Extreme Value Distribution
venice | Largest Sea Levels in Venice
venice2 | Largest Sea Levels in Venice