abisko                  Abisko rainfall
adf                     Estimation of the bivariate angular dependence
                        function
angmeas                 Rank-based transformation to angular measure
angmeasdir              Dirichlet mixture smoothing of the angular
                        measure
confint.eprof           Confidence intervals for profile likelihood
                        objects
dgeoaniso               Distance matrix with geometric anisotropy
egp                     Extended generalised Pareto families
egp.pll                 Profile log likelihood for extended generalized
                        Pareto models
egpdist                 Extended generalized Pareto distribution
emplik                  Self-concordant empirical likelihood for a
                        vector mean
eskrain                 Eskdalemuir Observatory Daily Rainfall
expme                   Exponent measure for multivariate generalized
                        Pareto distributions
extcoef                 Estimators of the extremal coefficient
extgp                   Extended generalised Pareto families of Naveau
                        et al. (2016)
extgp.G                 Carrier distribution for the extended GP
                        distributions of Naveau et al.
fit.egp                 Parameter stability plot and maximum likelihood
                        routine for extended GP models
fit.extgp               Fit an extended generalized Pareto distribution
                        of Naveau et al.
fit.gev                 Maximum likelihood estimation for the
                        generalized extreme value distribution
fit.gpd                 Maximum likelihood estimation for the
                        generalized Pareto distribution
fit.pp                  Maximum likelihood estimation of the point
                        process of extremes
fit.rho                 Estimator of the second order tail index
                        parameter
fit.rlarg               Maximum likelihood estimates of point process
                        for the r-largest observations
fit.shape               Shape parameter estimates
fit.wgpd                Maximum likelihood estimation for weighted
                        generalized Pareto distribution
frwind                  French wind data
geomagnetic             Magnetic storms
gev                     Generalized extreme value distribution
gev.Nyr                 N-year return levels, median and mean estimate
gev.abias               Asymptotic bias of block maxima for fixed
                        sample sizes
gev.bcor                Bias correction for GEV distribution
gev.mle                 Generalized extreme value maximum likelihood
                        estimates for various quantities of interest
gev.pll                 Profile log-likelihood for the generalized
                        extreme value distribution
gev.tem                 Tangent exponential model approximation for the
                        GEV distribution
gevN                    Generalized extreme value distribution
                        (quantile/mean of N-block maxima
                        parametrization)
gevdist                 Generalized extreme value distribution
gevr                    Generalized extreme value distribution (return
                        level parametrization)
gpd                     Generalized Pareto distribution
gpd.abias               Asymptotic bias of threshold exceedances for k
                        order statistics
gpd.bcor                Bias correction for GP distribution
gpd.boot                Bootstrap approximation for generalized Pareto
                        parameters
gpd.lmom                Estimation of generalized Pareto parameters via
                        L-moments
gpd.mle                 Generalized Pareto maximum likelihood estimates
                        for various quantities of interest
gpd.pll                 Profile log-likelihood for the generalized
                        Pareto distribution
gpd.tem                 Tangent exponential model approximation for the
                        GP distribution
gpdN                    Generalized Pareto distribution (mean of
                        maximum of N exceedances parametrization)
gpde                    Generalized Pareto distribution (expected
                        shortfall parametrization)
gpdist                  Generalized Pareto distribution
gpdr                    Generalized Pareto distribution (return level
                        parametrization)
ibvpot                  Interpret bivariate threshold exceedance models
kjtail                  Estimators of the tail coefficient
leedspollution          Leeds air pollution
likmgp                  Likelihood for multivariate peaks over
                        threshold models
maiquetia               Maiquetia Daily Rainfall
maxstable               Transform arguments using max stability
nidd                    River Nidd Flow
nutrients               Nutrient data
pandemics               Deaths from pandemics
penultimate             Smith's penultimate approximations
plot.eprof              Plot of (modified) profile likelihood
plot.fr                 Plot of tangent exponential model profile
                        likelihood
plot.mev_shape_rbm      Plots for random block maximum estimator
plot.mev_thselect_vmetric
                        Plots for Varty and al. metric-based threshold
                        selection
plot.mev_thselect_wadsworth
                        Sequential analysis diagnostic plots for
                        threshold selection
plot.mev_tstab_mrl      Mean residual life parameter stability plot
pp                      Poisson process of extremes.
qweissman               Weissman's quantile estimator
rdir                    Random variate generation for Dirichlet
                        distribution on Sd
rgparp                  Simulation from generalized R-Pareto processes
rho.dk                  Second order tail index estimator of Drees and
                        Kaufmann
rho.fagh                Second order tail index estimator of Fraga
                        Alves et al. Estimator of the second order
                        regular variation parameter rho <=q 0 parameter
                        for heavy-tailed data proposed by Fraga Alves
                        et al. (2003)
rho.gbw                 Second order tail index estimator of Goegebeur
                        et al. (2008)
rho.ghp                 Second order tail index estimator of Gomes et
                        al.
rlarg                   Distribution of the r-largest observations
rmev                    Exact simulations of multivariate extreme value
                        distributions
rmevspec                Random samples from spectral distributions of
                        multivariate extreme value models.
rmnorm                  Multivariate Normal distribution sampler
rparp                   Simulation from R-Pareto processes
rparpcs                 Simulation from Pareto processes using
                        composition sampling
rparpcshr               Simulation of generalized Huesler-Reiss Pareto
                        vectors via composition sampling
rrlarg                  Simulate r-largest observations from point
                        process of extremes
shape.erm               Exponential regression estimator
shape.genjack           Generalized jackknife shape estimator
shape.genquant          Beirlant et al. generalized quantile shape
                        estimator
shape.hill              Hill's estimator of the shape parameter
shape.lthill            Lower-trimmed Hill estimator for the shape
                        parameter
shape.moment            Dekkers and de Haan moment estimator for the
                        shape
shape.osz               Extreme U-statistic Pickands estimator
shape.pickands          Pickand's shape estimator
shape.rbm               Random block maxima shape estimator of Wager
shape.trimhill          Trimmed Hill estimator for the shape parameter
shape.vries             de Vries shape estimator
spunif                  Semi-parametric marginal transformation to
                        uniform
taildep                 Coefficient of tail correlation and tail
                        dependence
test.maxstab            P-P plot for testing max stability
test.scoreindep         Ramos and Ledford test of independence
thselect.alrs           Automatic L-moment ratio selection method
thselect.bab            Lower truncated Hill threshold selection
thselect.cbm            Threshold selection by shape mean square error
                        minimization
thselect.cv             Threshold selection via coefficient of
                        variation
thselect.egp            Threshold selection based on extended
                        generalized Pareto models
thselect.expgqt         Generalized quantile threshold selection
thselect.gbw            Kernel-based threshold selection of Goegebeur,
                        Beirlant and de Wet (2008)
thselect.ksmd           Mahalanobis distance-based methodology
thselect.mdps           Minimum distance threshold selection procedure
thselect.mrl            Automated mean residual life plots
thselect.ncpgp          Northop and Coleman piecewise generalized
                        Pareto threshold selection diagnostic
thselect.pec            Prediction error C-criterion threshold
                        selection method
thselect.pickands       Pickands' order statistics threshold selection
                        method
thselect.rbm            Threshold selection for the random block maxima
                        method
thselect.samsee         Threshold selection via SAMSEE
thselect.sdinfo         Threshold selection diagnostic of Suveges and
                        Davison
thselect.vmetric        Metric-based threshold selection
thselect.wseq           Wadsworth's sequential analysis threshold
                        selection
tstab.cv                Coefficient of variation threshold stability
                        plot
tstab.egp               Threshold stability plots for extended
                        generalized Pareto models
tstab.gpd               Parameter stability plots for
                        peaks-over-threshold
tstab.hill              Threshold stability plot for Hill estimator
tstab.lthill            Threshold stability plots for left-truncated
                        Hill estimators
tstab.mrl               Mean residual life plot
venice                  Venice Sea Levels
w1500m                  Best 200 times of Women 1500m Track
xdep.asym               Coefficient of extremal asymmetry
xdep.chi                Coefficient of tail correlation
xdep.chibar             Coefficient chi-bar
xdep.eta                Coefficient of tail dependence
xdep.xindex             Extremal index estimators
