Bayesian Estimation of Extreme Value Mixture Models


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Documentation for package ‘extrememix’ version 0.0.1

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check_convergence Convergence Assessment of MCMC Algorithms
check_convergence.evmm Convergence Assessment of MCMC Algorithms
dggpd The GGPD distribution
DIC Deviance Information Criterion
DIC.evmm Deviance Information Criterion
dmgamma The Gamma Mixture Distribution
dmgpd The MGPD distribution
ES Expected Shortfall
ES.evmm Expected Shortfall
fggpd GGPD Estimation
fmgpd MGPD Estimation
ggpd The GGPD distribution
logLik.evmm Log-likelihood Method
mgamma The Gamma Mixture Distribution
mgpd The MGPD distribution
pggpd The GGPD distribution
plot.ES Plot Methods for Summaries
plot.evmm Plot of Extreme Value Mixture Models
plot.quant Plot Methods for Summaries
plot.return_level Plot Methods for Summaries
plot.upper_bound Plot Upper Bounds
plot.VaR Plot Methods for Summaries
plot_summaries Plot Methods for Summaries
pmgamma The Gamma Mixture Distribution
pmgpd The MGPD distribution
pred Predictive Distribution
pred.evmm Predictive Distribution
print Printing Methods
print.ES Printing Methods
print.evmm Printing Methods
print.quantile Printing Methods
print.return_level Printing Methods
print.summary.ggpd Printing Methods
print.upper_bound Printing Methods
print.VaR Printing Methods
qggpd The GGPD distribution
qmgamma The Gamma Mixture Distribution
qmgpd The MGPD distribution
quant Estimated Quantiles
quant.evmm Estimated Quantiles
rainfall Monthly Maxima Daily Rainfall in Madrid
rainfall_ggpd Rainfall FGGPD Output
rainfall_mgpd Rainfall FMGPD Output
return_level Return Levels
return_level.evmm Return Levels
rggpd The GGPD distribution
rmgamma The Gamma Mixture Distribution
rmgpd The MGPD distribution
summary.evmm Summary Method
upper_bound Upper Bound
upper_bound.evmm Upper Bound
VaR Value-at-Risk
VaR.evmm Value-at-Risk
WAIC Widely Applicable Information Criteria
WAIC.evmm Widely Applicable Information Criteria