All functions

MLE.TVGEV()

Maximum Likelihood Estimation of a TVGEV Model

NSGEV-package

Non-Stationary GEV Time Series

NSGEV()

Non-Stationary GEV Model

RL()

Return Levels for NSGEV and TVGEV objects

TVGEV()

Time-Varying GEV Model.

TXMax_Dijon

Annual Maximum Temperature in Dijon

anova(<TVGEV>)

Analysis of Deviance Table for two Nested TVGEV Objects

as.NSGEV()

Coerce into a NSGEV Object

as.NSGEV(<fevd>)

Coerce a fevd Object into a NSGEV object

as.NSGEV(<gev.fit>)

Coerce a gev.fit Object into a NSGEV Object

as.bts()

Coercion into a bts Object

as.bts(<data.frame>)

Coerce a Data Frame into a bts object

as.data.frame(<bts>)

Coerce an bts Object into a Data Frame

as.ts(<bts>)

Coerce a bts Object into a ts Time Series Object

autolayer(<quantMax.TVGEV>)

Draw a Particular Layer on a ggplot devoted to a quantMax.TVGEV object.

autoplot(<TVGEV>)

Create a ggplot for a TVGEV Object

autoplot(<bfts>)

Autoplot for Block Functional Time Series bfts Objects

autoplot(<bts>) autolayer(<bts>)

Plot a Block Time-Series using ggplot

autoplot(<predict.TVGEV>)

Autplot Predict Results for TVGEV

autoplot(<quantMax.TVGEV>)

Create a ggplot for a quantMax.TVGEV Object

autoplot(<resid.TVGEV>)

Plot Residuals of a TGVEV Model

blockDuration()

Find Block Duration

breaksX()

Design Matrix with Breaks in a Linear Trend

bs()

Bootstrap an Object

bs(<TVGEV>)

Bootstrap for a TVGEV Model

bts()

Create a bts Object Representing a Block Time-Series

cdf()

Marginal Cumulative Distribution Functions

cdfMaxFun()

Distribution Function for a Random Maximum

cdfMaxFun(<TVGEV>)

Distribution Function for the Random Maximum on a given Period

check_confint()

Check the confint Method for TVGEV Objects

check_predict()

Check the Predict Method for TVGEV Objects

check_predictUncond()

Check the predictUncond Function

coef(<NSGEV>)

Coefficients of a NSGEV object

coef(<TVGEV>)

Coefficients of a TVGEV object

confint(<TVGEV>)

Confidence Intervals for a TVGEV Object

d2negLogLikFun()

Hessian of the Negative Log-Likelihood of a TVGEV Object

density(<NSGEV>)

Compute NSGEV Densities

density(<TVGEV>) cdf(<TVGEV>)

Compute TVGEV Densities or Cumulative Distribution Functions

distLines()

Distance Between Two Lines

logLik(<TVGEV>)

Extract Log-Likelihood

mean(<TVGEV>) moment(<TVGEV>)

Expectation or Moments of a TVGEV Model Object

modelMatrices()

Construct or Extract Design Matrices

modelMatrices(<TVGEV>)

Build or Extract Model Matrices

moment()

Moments of Marginal Distributions

natSplineX()

Design Matrix for a Natural Spline Basis

negLogLik()

Evaluate the negative log-likelihood of a NSGEV model

opacity()

Choose an Opacity Level

parIni.TVGEV()

Initial Parameter Estimates

parNames()

Names of the Parameters of a Statistical Model

parNames(<default>)

Names of the parameters of a Statistical Model

plot(<NSGEV>)

Plot method for NSGEV object

plot(<bfts>)

Plot for Block Functional Time Series bfts Objects

plot(<bts>) lines(<bts>)

Time-Plot of bts Objects for Block Time Series

plot(<predict.TVGEV>)

Plot Predict Results for TVGEV

plot(<resid.TVGEV>)

Plot Residuals of a TGVEV Model

polynomX()

Design Matrix for Polynomial Regression

predict(<NSGEV>)

Prediction of Return Levels for a NSGEV object

predict(<TVGEV>)

Predict Method for TVGEV Objects

predictUncond()

Prediction of Unconditional or Non-Stationary Return Levels for a TVGEV or a NSGEV Object

print(<bts>)

Print Method for bts Objects Representing Block Time Series

profLik()

Profile-Likelihood Inference Method

profLik(<TVGEV>)

Profile-Likelihood Inference for TVGEV Objects

psi2theta(<NSGEV>)

Compute the Matrix of GEV Parameters from the Vector of Model Parameters 'psi' and the Data

psi2theta()

Compute the Matrix of GEV Parameters from the Vector of Model Parameters 'psi' and the Data

psi2theta(<TVGEV>)

Compute the Matrix of GEV Parameters from the Vector of Model Parameters 'psi' and the Data

quantMax()

Quantile of a Random Maximum

quantMax(<TVGEV>)

Quantiles of the Maximum on a Period of Time

quantMaxFun()

Quantile Function for a Random Maximum

quantMaxFun(<TVGEV>)

Quantile Function for the Random Maximum on a given Period

quantile(<NSGEV>)

Compute NSGEV Quantiles

quantile(<TVGEV>)

Compute Quantiles for a TVGEV Object

rNames()

Generates Random Names

residuals(<TVGEV>)

Generalised Residuals for a TVGEV Model

rho2psi()

Find the complete vector of NSGEV parameters from a partial vector and a Return Level

selectDate()

Select (Nearly) a Given Number of Dates

simulate(<NSGEV>)

Simulate Paths from a NSGEV Model Conditional on the Covariates

simulate(<TVGEV>)

Simulate from a TVGEV Object

`[`(<bts>)

Extract Parts of a bts Object

summary(<NSGEV>)

Summary Method for NSGEV Objects

summary(<TVGEV>)

summary Method for the Class TVGEV.

transFormula()

Translate a Formula into a NSGEV Formula

vcov(<TVGEV>)

Variance-Covariance Matrix for a TVGEV Object.

window(<bts>)

Extracts a Subset of a bts Object Observed Between the Dates start and end