Package: extremeStat 1.5.9
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_1.5.9.tar.gz
extremeStat_1.5.9.zip(r-4.5)extremeStat_1.5.9.zip(r-4.4)extremeStat_1.5.9.zip(r-4.3)
extremeStat_1.5.9.tgz(r-4.4-any)extremeStat_1.5.9.tgz(r-4.3-any)
extremeStat_1.5.9.tar.gz(r-4.5-noble)extremeStat_1.5.9.tar.gz(r-4.4-noble)
extremeStat_1.5.9.tgz(r-4.4-emscripten)extremeStat_1.5.9.tgz(r-4.3-emscripten)
extremeStat.pdf |extremeStat.html✨
extremeStat/json (API)
NEWS
# 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 10 months agofrom:1d2c3312ae. Checks:OK: 5 NOTE: 2. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 07 2024 |
R-4.5-win | NOTE | Nov 07 2024 |
R-4.5-linux | NOTE | Nov 07 2024 |
R-4.4-win | OK | Nov 07 2024 |
R-4.4-mac | OK | Nov 07 2024 |
R-4.3-win | OK | Nov 07 2024 |
R-4.3-mac | OK | Nov 07 2024 |
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 |