Package index • Renext

All functions

Brest: Surge heights at Brest

Brest.years: Surge heights at Brest partial data

Brest.years.missing: Years with missing periods in 'Brest.year' dataset

CV2(): Squared Coefficient of Variation

CV2.test(): CV2 test of exponentiality

Dunkerque: Surge heights at Dunkerque

EM.mixexp(): Expectation-Maximisation for a mixture of exponential distributions

dGPD() pGPD() qGPD() rGPD() hGPD() HGPD(): Generalised Pareto Distribution

Garonne: Flow of the french river La Garonne

Hpoints(): Plotting positions for exponential return levels

Jackson(): Jackson's statistic

Jackson.test(): Jackson's test of exponentiality

LRExp(): Likelihood Ratio statistic for exponential vs. GPD

LRExp.test(): Likelihood Ratio test of exponentiality vs. GPD

LRGumbel(): Likelihood Ratio statistic for Gumbel vs. GEV

LRGumbel.test(): Likelihood Ratio test for the Gumbel distribution

dlomax() plomax() qlomax() rlomax(): Lomax distribution

dmaxlo() pmaxlo() qmaxlo() rmaxlo(): 'maxlo' distribution

dmixexp2() pmixexp2() qmixexp2() rmixexp2() hmixexp2() Hmixexp2(): Mixture of two exponential distributions

NBlevy(): Negative Binomial Levy process

OT2MAX(): Temporal aggregation of a Marked Process

OTjitter(): Add a small amount of noise to a numeric vector

PPplot() QQplot(): Diagnostic plots for Renouv objects

RLlegend.ini() RLlegend.show(): Legend management for return level plots

RLpar(): Graphical parameters for Return Level plots

RLplot(): Return level plot

Ren2gev(): Translate a vector of coefficients from a Renewal-POT model with Pareto excesses into a vector of GEV parameters

Ren2gumbel(): Translate a vector of coefficients from a Renewal-POT model with exponential excesses to a vector of Gumbel parameters

Renext-package Renext: Renewal Method for Extreme Values Extrapolation

Renouv(): Fit a 'Renouvellement' model

RenouvNoEst(): Define a 'renouvellement' model without estimation

dSLTW() pSLTW() qSLTW() rSLTW(): Shifted Left Truncated Weibull (SLTW) distribution

SandT(): Compute empirical survivals (S) and return periods (T)

anova(<Renouv>): Compute an analysis of deviance table for two nested Renouv objects

barplotRenouv(): Barplot for Renouv "Over Threshold" counts

expplot(): Classical "exponential distribution" plot

fGEV.MAX(): Fit a GEV distribution from block maxima or r largest order statistics using an aggregated Renewal POT process

fGPD(): Fit a two-parameters Generalised Pareto Distribution from a sample

fgamma(): ML estimation of the Gamma distribution

flomax(): ML estimation of the Lomax distribution

fmaxlo(): ML estimation of a 'maxlo' distribution

fweibull(): ML estimation of classical Weibull distribution

gev2Ren(): Translate a vector of GEV parameters into renewal model

gof.date(): Goodness-of-fit for the distribution of dates

gofExp.test(): Goodness-of-fit test for exponential distribution

gumbel2Ren(): Translate a vector of Gumbel parameters into a vector of parameters for a renewal model

ini.mixexp2(): Simple estimation for the mixture of two exponential distributions

parIni.MAX() parIni.OTS(): Initial estimation of GPD parameters for an aggregated renewal model

interevt(): Interevents (or interarrivals) from events dates

AIC(<Renouv>) BIC(<Renouv>) logLik(<Renouv>) nobs(<Renouv>): Log-likelihood of a "Renouv" object

mom.mixexp2(): Moment estimation for the mixture of two exponential distributions

mom2par(): Parameters from moments

pGreenwood1(): Probability that the Greenwood's statistic is smaller than one

parDeriv(): Derivation of probability functions with respect to the parameters

plot(<Rendata>): Plot a Rendata object

plot(<Renouv>) lines(<Renouv>): Plot an object of class "Renouv"

predict(<Renouv>): Compute return levels and confidence limits for a "Renouv" object

qStat(): Quantiles of a test statistic

rRendata(): Simulate a random RenData object

readXML(): Read data using an XML index file

roundPred(): Round quantiles in a pseudo-prediction table

skip2noskip(): Fix non-skipped periods from skipped ones

spacings(): Methods computing spacings between Largest Order Statistics

print(<Rendata>) summary(<Rendata>) print(<summary.Rendata>): Summary and print methods for "Rendata" objects

print(<Renouv>) summary(<Renouv>) print(<summary.Renouv>) format(<summary.Renouv>): Summary and print methods for "Renouv" objects

translude(): Make translucient colors

vcov(<Renouv>): Variance-covariance matrix of the estimates of a "Renouv" object

weibplot(): Classical Weibull distribution plot