ismev

Daily Closing Prices of The Dow Jones Index

Engine Failure Time Data

UK/Euro Exchange Rates

UK/US and UK/Canada Exchange Rates

Annual Maximum Sea Levels at Fremantle, Western Australia

Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation

Diagnostic Plots for GEV Models

Maximum-likelihood Fitting of the GEV Distribution

Profile Log-likelihoods for Stationary GEV Models

Breaking Strengths of Glass Fibres

Diagnostic Plots for GPD Models

Maximum-likelihood Fitting for the GPD Model

Fitting the GPD Model Over a Range of Thresholds

Profile Log-likelihoods for Stationary GPD Models

Diagnostic Plots for Gumbel Models

Maximum-likelihood Fitting of the Gumbel Distribution

ismev – an Introduction to Statistical Modeling of Extreme Values

Internal Functions

Mean Residual Life Plot

Annual Maximum Sea Levels at Port Pirie, South Australia

Diagnostic Plots for Point Process Models

Maximum-likelihood Fitting for the Point Process Model

Fitting the Point Process Model Over a Range of Thresholds

Daily Rainfall Accumulations in South-West England

Diagnostic Plots for Order Statistics Models

Maximum-likelihood Fitting of Order Statistics Model

Venice Sea Levels

Wave and Surge Heights in South-West England

Annual Maximum Wind Speeds at Albany and Hartford

Minimum Temperatures at Wooster, Ohio