R: Renewal Method for Extreme Values Extrapolation

# Renewal Method for Extreme Values Extrapolation

## Documentation for package ‘Renext’ version 3.1-5

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

## Help Pages

A B C D E F G H I J L M N O P Q R S T V W

Renext-package | Renewal Method for Extreme Values Extrapolation

## -- A --

AIC.Renouv | Log-likelihood of a "Renouv" object
anova.Renouv | Compute an analysis of deviance table for two nested Renouv objects

## -- B --

barplotRenouv | Barplot for Renouv "Over Threshold" counts
BIC.Renouv | Log-likelihood of a "Renouv" object
Brest | Surge heights at Brest
Brest.years | Surge heights at Brest partial data
Brest.years.missing | Years with missing periods in 'Brest.year' dataset

## -- C --

CV2 | Squared Coefficient of Variation
CV2.test | CV2 test of exponentiality

## -- D --

dGPD | Generalised Pareto Distribution
dlomax | Lomax distribution
dmaxlo | 'maxlo' distribution
dmixexp2 | Mixture of two exponential distributions
dSLTW | Shifted Left Truncated Weibull (SLTW) distribution
Dunkerque | Surge heights at Dunkerque

## -- E --

EM.mixexp | Expectation-Maximisation for a mixture of exponential distributions
expplot | Classical "exponential distribution" plot

## -- F --

fgamma | ML estimation of the Gamma distribution
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
flomax | ML estimation of the Lomax distribution
fmaxlo | ML estimation of a 'maxlo' distribution
format.summary.Renouv | Summary and print methods for "Renouv" objects
fweibull | ML estimation of classical Weibull distribution

## -- G --

Garonne | Flow of the french river La Garonne
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
GPD | Generalised Pareto Distribution
gumbel2Ren | Translate a vector of Gumbel parameters into a vector of parameters for a renewal model

## -- H --

HGPD | Generalised Pareto Distribution
hGPD | Generalised Pareto Distribution
Hmixexp2 | Mixture of two exponential distributions
hmixexp2 | Mixture of two exponential distributions
Hpoints | Plotting positions for exponential return levels

## -- I --

ini.mixexp2 | Simple estimation for the mixture of two exponential distributions
interevt | Interevents (or interarrivals) from events dates

## -- J --

Jackson | Jackson's statistic
Jackson.test | Jackson's test of exponentiality

## -- L --

lines.Renouv | Plot an object of class "Renouv"
logLik.Renouv | Log-likelihood of a "Renouv" object
Lomax | Lomax distribution
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

## -- M --

Maxlo | 'maxlo' distribution
MixExp2 | Mixture of two exponential distributions
mom.mixexp2 | Moment estimation for the mixture of two exponential distributions
mom2par | Parameters from moments

## -- N --

NBlevy | Negative Binomial Levy process
nobs.Renouv | Log-likelihood of a "Renouv" object

## -- O --

OT2MAX | Temporal aggregation of a Marked Process
OTjitter | Add a small amount of noise to a numeric vector

## -- P --

parDeriv | Derivation of probability functions with respect to the parameters
parIni.MAX | Initial estimation of GPD parameters for an aggregated renewal model
parIni.OTS | Initial estimation of GPD parameters for an aggregated renewal model
pGPD | Generalised Pareto Distribution
pGreenwood1 | Probability that the Greenwood's statistic is smaller than one
plomax | Lomax distribution
plot.Rendata | Plot a Rendata object
plot.Renouv | Plot an object of class "Renouv"
pmaxlo | 'maxlo' distribution
pmixexp2 | Mixture of two exponential distributions
PPplot | Diagnostic plots for Renouv objects
PPplot.Renouv | Diagnostic plots for Renouv objects
predict.Renouv | Compute return levels and confidence limits for a "Renouv" object
print.Rendata | Summary and print methods for "Rendata" objects
print.Renouv | Summary and print methods for "Renouv" objects
print.summary.Rendata | Summary and print methods for "Rendata" objects
print.summary.Renouv | Summary and print methods for "Renouv" objects
pSLTW | Shifted Left Truncated Weibull (SLTW) distribution

## -- Q --

qGPD | Generalised Pareto Distribution
qlomax | Lomax distribution
qmaxlo | 'maxlo' distribution
qmixexp2 | Mixture of two exponential distributions
QQplot | Diagnostic plots for Renouv objects
QQplot.Renouv | Diagnostic plots for Renouv objects
qSLTW | Shifted Left Truncated Weibull (SLTW) distribution
qStat | Quantiles of a test statistic

## -- R --

readXML | Read data using an XML index file
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 | Renewal Method for Extreme Values Extrapolation
Renouv | Fit a 'Renouvellement' model
RenouvNoEst | Define a 'renouvellement' model without estimation
rGPD | Generalised Pareto Distribution
RLlegend | Legend management for return level plots
RLlegend.ini | Legend management for return level plots
RLlegend.show | Legend management for return level plots
rlomax | Lomax distribution
RLpar | Graphical parameters for Return Level plots
RLplot | Return level plot
rmaxlo | 'maxlo' distribution
rmixexp2 | Mixture of two exponential distributions
roundPred | Round quantiles in a pseudo-prediction table
rRendata | Simulate a random RenData object
rSLTW | Shifted Left Truncated Weibull (SLTW) distribution

## -- S --

SandT | Compute empirical survivals (S) and return periods (T)
skip2noskip | Fix non-skipped periods from skipped ones
SLTW | Shifted Left Truncated Weibull (SLTW) distribution
spacings | Methods computing spacings between Largest Order Statistics
spacings.data.frame | Methods computing spacings between Largest Order Statistics
spacings.numeric | Methods computing spacings between Largest Order Statistics
spacings.Rendata | Methods computing spacings between Largest Order Statistics
summary.Rendata | Summary and print methods for "Rendata" objects
summary.Renouv | Summary and print methods for "Renouv" objects

## -- T --

translude | Make translucient colors

## -- V --

vcov.Renouv | Variance-covariance matrix of the estimates of a "Renouv" object

## -- W --

weibplot | Classical Weibull distribution plot