R: Extreme Value Statistics and Quantile Estimation

# Extreme Value Statistics and Quantile Estimation

## Documentation for package ‘extremeStat’ version 1.5.12

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

annMax | annual discharge maxima (streamflow)
distLexBoot | Bootstrapping uncertainty intervals for return periods
distLextreme | Extreme value stats
distLfit | Fit distributions via L-moments
distLquantile | distribution quantiles
distLweights | Compute distribution weights from GOF
extremeStat | Extreme value statistics on a linear scale
plotLexBoot | Bootstrapping uncertainty intervals for return periods
plotLextreme | Plot extreme value statistics
plotLfit | Plot distributions fitted with L-moments
plotLquantile | Plot quantiles of distributions fitted with L-moments
plotLweights | Distribution rank comparison
printL | print dlf objects
quantGPD | Fast GPD quantile estimate
q_gpd | GPD quantile of sample
q_weighted | Compute weighted averages of quantile estimates
weightp | distribution weights