# Statistical Modelling of Extreme Values

## Documentation for package ‘texmex’ version 2.4.2

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

## Help Pages

A B C D E G J L M N P Q R S T W misc

texmex-package | Extreme value modelling

## -- A --

addExcesses | Annotate a threshold selection ggplot
AIC.evmOpt | Information Criteria
AIC.evmSim | Information Criteria

## -- B --

bootExtremalIndex | Extremal index estimation and automatic declustering
bootMCS | Multivariate conditional Spearman's rho
bootmex | Bootstrap a conditional multivariate extreme values model

## -- C --

calcJointExceedanceCurve | Joint exceedance curves
cgpd | Create families of distributions
chi | Measures of extremal dependence
coef.evmBoot | Bootstrap an evmOpt fit
copula | Calculate the copula of a matrix of variables
copula.data.frame | Calculate the copula of a matrix of variables
copula.default | Calculate the copula of a matrix of variables
copula.matrix | Calculate the copula of a matrix of variables

## -- D --

declust | Extremal index estimation and automatic declustering
declust.default | Extremal index estimation and automatic declustering
declust.extremalIndex | Extremal index estimation and automatic declustering
degp3 | Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
dgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
dgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

## -- E --

edf | Compute empirical distribution function
egp3 | Create families of distributions
egp3RangeFit | Estimate the EGP3 distribution power parameter over a range of thresholds
endPoint | Calculate upper end point for a fitted extreme value model
endPoint.evmBoot | Calculate upper end point for a fitted extreme value model
endPoint.evmOpt | Calculate upper end point for a fitted extreme value model
endPoint.evmSim | Calculate upper end point for a fitted extreme value model
evm | Extreme value modelling
evm.declustered | Extremal index estimation and automatic declustering
evm.default | Extreme value modelling
evmBoot | Bootstrap an evmOpt fit
evmSim | MCMC simulation around an evmOpt fit
evmSimSetSeed | Set the seed from a fitted evmSim object.
extremalIndex | Extremal index estimation and automatic declustering
extremalIndexRangeFit | Extremal index estimation and automatic declustering

## -- G --

geom_jointExcCurve | Joint exceedance curves
gev | Create families of distributions
ggacfplots | Diagnostic plots for the Markov chains in an evmSim object
ggbootdensplots | Diagnostic plots for the replicate estimated parameter values in an evmBoot object
ggdensplots | Diagnostic plots for the Markov chains in an evmSim object
ggplot.bootMCS | Multivariate conditional Spearman's rho
ggplot.chi | Measures of extremal dependence
ggplot.declustered | Diagnostic plots for an declustered object
ggplot.egp3RangeFit | Estimate the EGP3 distribution power parameter over a range of thresholds
ggplot.evmBoot | Diagnostic plots for the replicate estimated parameter values in an evmBoot object
ggplot.evmOpt | Diagnostic plots for an evm object
ggplot.evmOpt, | Diagnostic plots for an evm object
ggplot.evmSim | Diagnostic plots for the Markov chains in an evmSim object
ggplot.extremalIndex | Diagnostic plots for an declustered object
ggplot.extremalIndexRangeFit | Extremal index estimation and automatic declustering
ggplot.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
ggplot.hist.evmOpt | Diagnostic plots for an evm object
ggplot.MCS | Multivariate conditional Spearman's rho
ggplot.mex | Conditional multivariate extreme values modelling
ggplot.migpd | Fit multiple independent generalized Pareto models
ggplot.mrl | Mean residual life plot
ggplot.ppevm | Diagnostic plots for an evm object
ggplot.predict.mex | Conditional multivariate extreme values modelling
ggplot.qqevm | Diagnostic plots for an evm object
ggplot.rl.evmBoot | Plotting function for return level estimation
ggplot.rl.evmOpt | Plotting function for return level estimation
ggplot.rl.evmSim | Plotting function for return level estimation
ggplotrl | Diagnostic plots for an evm object
ggtraceplots | Diagnostic plots for the Markov chains in an evmSim object
gpd | Create families of distributions
gpd.prof | Profile likelihood based confidence intervals for GPD
gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
gumbel | Create families of distributions

## -- J --

JointExceedanceCurve | Joint exceedance curves
JointExceedanceCurve.default | Joint exceedance curves
JointExceedanceCurve.mexMC | Joint exceedance curves
JointExceedanceCurve.predict.mex | Joint exceedance curves

## -- L --

linearPredictors | Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors.
linearPredictors.evmSim | Predict return levels from extreme value models, or obtain the linear predictors.
liver | Liver related laboratory data
logLik.evmOpt | Log-likelihood for evmOpt objects

## -- M --

makeReferenceMarginalDistribution | Provide full marginal reference distribution for for maringal transformation
MCS | Multivariate conditional Spearman's rho
mex | Conditional multivariate extreme values modelling
mexAll | Conditional multivariate extreme values modelling
mexDependence | Estimate the dependence parameters in a conditional multivariate extreme values model
mexMonteCarlo | Simulation from dependence models
mexRangeFit | Estimate dependence parameters in a conditional multivariate extreme values model over a range of thresholds.
migpd | Fit multiple independent generalized Pareto models
migpdCoefs | Change values of parameters in a migpd object
mrl | Mean residual life plot

## -- N --

nidd | Rain, wavesurge, portpirie and nidd datasets.

## -- P --

pegp3 | Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
pgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
pgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
plot.bootMCS | Multivariate conditional Spearman's rho
plot.bootmex | Bootstrap a conditional multivariate extreme values model
plot.chi | Measures of extremal dependence
plot.copula | Plot copulas
plot.declustered | Extremal index estimation and automatic declustering
plot.egp3RangeFit | Estimate the EGP3 distribution power parameter over a range of thresholds
plot.evmBoot | Bootstrap an evmOpt fit
plot.evmOpt | Plots for evmOpt objects
plot.evmSim | Plots for evmSim objects
plot.extremalIndexRangeFit | Extremal index estimation and automatic declustering
plot.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
plot.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors.
plot.MCS | Multivariate conditional Spearman's rho
plot.mex | Conditional multivariate extreme values modelling
plot.migpd | Fit multiple independent generalized Pareto models
plot.mrl | Mean residual life plot
plot.predict.mex | Conditional multivariate extreme values modelling
plot.rl.evmBoot | Return levels
plot.rl.evmOpt | Return levels
plot.rl.evmSim | Return levels
portpirie | Rain, wavesurge, portpirie and nidd datasets.
predict.evmBoot | Predict return levels from extreme value models, or obtain the linear predictors.
predict.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors.
predict.evmSim | Predict return levels from extreme value models, or obtain the linear predictors.
predict.mex | Conditional multivariate extreme values modelling
print.bootMCS | Multivariate conditional Spearman's rho
print.bootmex | Bootstrap a conditional multivariate extreme values model
print.chi | Measures of extremal dependence
print.declustered | Extremal index estimation and automatic declustering
print.egp3RangeFit | Estimate the EGP3 distribution power parameter over a range of thresholds
print.evmBoot | Bootstrap an evmOpt fit
print.evmOpt | Print evmOpt objects
print.extremalIndex | Extremal index estimation and automatic declustering
print.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
print.jointExcCurve | Joint exceedance curves
print.lp.evmOpt | Predict return levels from extreme value models, or obtain the linear predictors.
print.MCS | Multivariate conditional Spearman's rho
print.mex | Conditional multivariate extreme values modelling
print.mexList | Conditional multivariate extreme values modelling
print.mrl | Mean residual life plot
print.rl.evmOpt | Return levels
print.summary.bootMCS | Multivariate conditional Spearman's rho
print.summary.chi | Measures of extremal dependence
print.summary.evmBoot | Bootstrap an evmOpt fit
print.summary.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
print.summary.mex | Conditional multivariate extreme values modelling
print.summary.mrl | Mean residual life plot
print.summary.texmexFamily | Create families of distributions
print.texmexFamily | Create families of distributions

## -- Q --

qgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
qgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution

## -- R --

rain | Rain, wavesurge, portpirie and nidd datasets.
rain, wavesurge and portpirie | Rain, wavesurge, portpirie and nidd datasets.
regp3 | Density, cumulative density, quantiles and random number generation for the extended generalized Pareto distribution 3
rFrechet | Extreme Value random process generation.
rgev | Density, cumulative density, quantiles and random number generation for the generalized extreme value distribution
rgpd | Density, cumulative density, quantiles and random number generation for the generalized Pareto distribution
rl | Return levels
rl.evmBoot | Return levels
rl.evmOpt | Return levels
rl.evmSim | Return levels
rMaxAR | Extreme Value random process generation.

## -- S --

simulate.evmBoot | Simulate from a fitted evm object
simulate.evmOpt | Simulate from a fitted evm object
simulate.evmSim | Simulate from a fitted evm object
summary.bootMCS | Multivariate conditional Spearman's rho
summary.chi | Measures of extremal dependence
summary.evmBoot | Bootstrap an evmOpt fit
summary.gpdRangeFit | Estimate generalized Pareto distribution parameters over a range of values
summary.mex | Conditional multivariate extreme values modelling
summary.mrl | Mean residual life plot
summary.predict.mex | Conditional multivariate extreme values modelling
summary.texmexFamily | Create families of distributions
summer | Air pollution data, separately for summer and winter months
summer and winter data | Air pollution data, separately for summer and winter months

## -- T --

texmex | Extreme value modelling
texmexFamily | Create families of distributions
thinAndBurn | Process Metropolis output from extreme value model fitting to discard unwanted observations.
thinAndBurn.evmSim | Process Metropolis output from extreme value model fitting to discard unwanted observations.

## -- W --

wavesurge | Rain, wavesurge, portpirie and nidd datasets.
weibull | Create families of distributions
winter | Air pollution data, separately for summer and winter months

## -- misc --

.exprel | Accurately compute (exp(x) - 1) / x
.log1mexp | Accurately compute log(1-exp(x))
.log1prel | Accurately compute log(1 + x) / x
.specfun.safe.product | Compute pmax(x y, -1) in such a way that zeros in x beat infinities in y.