R: Extreme Values in R

# Extreme Values in R

## Documentation for package ‘evir’ version 1.7-4

- DESCRIPTION file.
- Code demos. Use demo() to run them.

## Help Pages

bmw | Daily Log Returns on BMW Share Price
danish | Danish Fire Insurance Claims
decluster | Decluster Point Process
dgev | Generalized Extreme Value Distribution
dgpd | Generalized Pareto Distribution
emplot | Plot of Empirical Distribution Function
exindex | Estimate Extremal Index
findthresh | Find Threshold
gev | Fit Generalized Extreme Value Distribution
gpd | Fit Generalized Pareto Model
gpd.q | Add Quantile Estimates to plot.gpd
gpd.sfall | Add Expected Shortfall Estimates to a GPD Plot
gpdbiv | Implements Bivariate POT Method
gumbel | Fit Gumbel Distribution
hill | Create Hill Plot
interpret.gpdbiv | Interpret Results of Bivariate GPD Fit
meplot | Sample Mean Excess Plot
nidd.annual | The River Nidd Data
nidd.thresh | The River Nidd Data
pgev | Generalized Extreme Value Distribution
pgpd | Generalized Pareto Distribution
plot.gev | Plot Fitted GEV Model
plot.gpd | Plot Fitted GPD Model
plot.gpdbiv | Plot Fitted Bivariate GPD Model
plot.potd | Plot Fitted POT Model
pot | Peaks Over Thresholds Model
qgev | Generalized Extreme Value Distribution
qgpd | Generalized Pareto Distribution
qplot | Exploratory QQplot for Extreme Value Analysis
quant | Plot of GPD Tail Estimate of a High Quantile
records | Calculate Record Development
rgev | Generalized Extreme Value Distribution
rgpd | Generalized Pareto Distribution
riskmeasures | Calculates Quantiles and Expected Shortfalls
rlevel.gev | Calculate Return Levels Based on GEV Fit
shape | Plot for GPD Shape Parameter
siemens | Daily Log Returns on Siemens Share Price
sp.raw | SP Data to June 1993
spto87 | SP Return Data to October 1987
tailplot | Plot Tail Estimate From GPD Model