Extreme Value Modeling for r-Largest Order Statistics


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Documentation for package ‘evmr’ version 0.1.0

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bangkok Bangkok Rainfall Data
bevern Bevern Stream Flow Data
evmr Fit and Compare r-Largest Order Statistics Models
oykel Oykel River Stream Flow Data
qgd Quantile Function of the Gumbel Distribution
qggd Quantile Function of the Generalized Gumbel Distribution
qglo Quantile Function of the Generalized Logistic Distribution
qk4d Quantile Function of the Four-Parameter Kappa Distribution
qld Quantile Function of the Logistic Distribution
rgd.fit Fit the Gumbel Distribution to r-Largest Order Statistics
rgd.prof Profile Likelihood for Return Levels under the rGD Model
rgd.rl Return Levels for the Gumbel Distribution
rgd.summary Summary of Fitted rGD Models over Different Values of r
rgdr Random Generation from the Gumbel Distribution for r-Largest Order Statistics
rggd.fit Fit the Generalized Gumbel Distribution to r-Largest Order Statistics
rggd.prof Profile Likelihood for Return Levels under the rGGD Model
rggd.rl Return Levels for the Generalized Gumbel Distribution
rggd.summary Summary of Fitted rGGD Models over Different Values of r
rggdEd Entropy Difference Test for rGGD Models
rggdEdtest Sequential Entropy Difference Test for rGGD Models
rggdLh Negative Log-Likelihood for the rGGD Model
rggdr Random Generation from the Generalized Gumbel Distribution for r-Largest Order Statistics
rglo.fit Fit the Generalized Logistic Distribution to r-Largest Order Statistics
rglo.prof Profile Likelihood for Return Levels under the rGLO Model
rglo.rl Return Levels for the Generalized Logistic Distribution
rglo.summary Summary of Fitted rGLO Models over Different Values of r
rgloEd Entropy Difference Test for rGLO Models
rgloEdtest Sequential Entropy Difference Test for rGLO Models
rgloLh Log-Likelihood Contributions for the rGLO Model
rglor Random Generation from the Generalized Logistic Distribution for r-Largest Order Statistics
rk4d.fit Fit the Four-Parameter Kappa Distribution to r-Largest Order Statistics
rk4d.prof Profile Likelihood for Return Levels under the rK4D Model
rk4d.rl Return Levels for the Four-Parameter Kappa Distribution
rk4d.summary Summary of Fitted rK4D Models over Different Values of r
rk4dEd Entropy Difference Test for rK4D Models
rk4dEdtest Sequential Entropy Difference Test for rK4D Models
rk4dLh Log-Likelihood Contributions for the rK4D Model
rk4dr Random Generation from the Four-Parameter Kappa Distribution for r-Largest Order Statistics
rld.fit Fit the Logistic Distribution to r-Largest Order Statistics
rld.prof Profile Likelihood for Return Levels under the rLD Model
rld.rl Return Levels for the Logistic Distribution
rld.summary Summary of Fitted rLD Models over Different Values of r
rldr Random Generation from the Logistic Distribution for r-Largest Order Statistics