Realistic Confidence Intervals for Non-Stationary Extreme Value
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Documentation for package ‘ExtremeCI’ version 0.2.1
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| GEV_change_parametrization | GEV parameter vector reparametrization |
| GEV_endpoint | GEV endpoint |
| GEV_log_likelihood | GEV log likelihood |
| GEV_maxlik | Maximum-likelihood GEV estimate |
| GEV_profile_CI | GEV profile CI using binary search |
| GEV_profile_CIs_multiple | Multi-value conditional GEV profile likelihood confidence intervals |
| GEV_profile_loglik | GEV profile log-likelihood |
| GEV_profile_loglik_curve | GEV profile log-likelihood curve |
| GEV_return_level | Compute return level from GEV parameters |
| GPD_change_parametrization | GPD parameter vector reparametrization |
| GPD_endpoint | GPD endpoint |
| GPD_log_likelihood | GPD log likelihood |
| GPD_maxlik | Maximum-likelihood GPD estimate |
| GPD_profile_CI | GPD profile CI using binary search |
| GPD_profile_CIs_multiple | Multi-value conditional GPD profile likelihood confidence intervals |
| GPD_profile_loglik | GPD profile log-likelihood |
| GPD_profile_loglik_curve | GPD profile log-likelihood curve |
| GPD_quantiles | Compute extreme quantile from GPD parameters |
| plot_data_quantile_ci | Non-stationary confidence bands plot |
| plot_profile_loglik_curve | Profile likelihood curve plot |