Package: extremeStat 1.5.12
extremeStat: Extreme Value Statistics and Quantile Estimation
Fit, plot and compare several (extreme value) distribution functions. Compute (truncated) distribution quantile estimates and plot return periods on a linear scale. On the fitting method, see Asquith (2011): Distributional Analysis with L-moment Statistics [...] ISBN 1463508417.
Authors:
extremeStat_1.5.12.tar.gz
extremeStat_1.5.12.zip(r-4.7)extremeStat_1.5.12.zip(r-4.6)extremeStat_1.5.12.zip(r-4.5)
extremeStat_1.5.12.tgz(r-4.6-any)extremeStat_1.5.12.tgz(r-4.5-any)
extremeStat_1.5.12.tar.gz(r-4.7-any)extremeStat_1.5.12.tar.gz(r-4.6-any)
extremeStat_1.5.12.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
extremeStat/json (API)
| # Install 'extremeStat' in R: |
| install.packages('extremeStat', repos = c('https://brry.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/brry/extremestat/issues
Last updated from:1a2135a85f. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 170 | ||
| source / vignettes | OK | 194 | ||
| linux-release-x86_64 | OK | 198 | ||
| macos-release-arm64 | OK | 176 | ||
| macos-oldrel-arm64 | OK | 110 | ||
| windows-devel | OK | 130 | ||
| windows-release | OK | 118 | ||
| windows-oldrel | OK | 121 | ||
| wasm-release | OK | 104 |
Exports:distLexBootdistLextremedistLfitdistLquantiledistLweightsplotLexBootplotLextremeplotLfitplotLquantileplotLweightsprintLq_gpdq_weightedquantGPD
Dependencies:abindberryFunctionscvardistilleryevdevirextRemesfastICAfBasicsfExtremesfGarchgbutilsgoftestgssismevlatticelmomcoLmomentsMASSMatrixmgcvnlmenumDerivpbapplyrbibutilsRColorBrewerRcppRcppArmadilloRdpackRenextspatialstabledisttimeDatetimeSeries
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| annual discharge maxima (streamflow) | annMax |
| Bootstrapping uncertainty intervals for return periods | distLexBoot |
| Extreme value stats | distLextreme |
| Fit distributions via L-moments | distLfit |
| distribution quantiles | distLquantile |
| Compute distribution weights from GOF | distLweights |
| Extreme value statistics on a linear scale | extremeStat |
| Bootstrapping uncertainty intervals for return periods | plotLexBoot |
| Plot extreme value statistics | plotLextreme |
| Plot distributions fitted with L-moments | plotLfit |
| Plot quantiles of distributions fitted with L-moments | plotLquantile |
| Distribution rank comparison | plotLweights |
| print dlf objects | printL |
| GPD quantile of sample | q_gpd |
| Compute weighted averages of quantile estimates | q_weighted |
| Fast GPD quantile estimate | quantGPD |
| distribution weights | weightp |
