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Package

evmissing evmissing-package
evmissing: Extreme Value Analyses with Missing Data

GEV Inference

block_maxima()
Block maxima
gev_mle()
GEV ML Inference with Adjustment for Missing Data
gev_bayes()
GEV Bayesian Inference with Adjustment for Missing Data
gev_weighted()
Weighted GEV ML Inference with Adjustment for Missing Data
coef(<evmissing>) vcov(<evmissing>) nobs(<evmissing>) logLik(<evmissing>) summary(<evmissing>) print(<summary.evmissing>) confint(<evmissing>) plot(<evmissing>)
Methods for objects of class "evmissing"
print(<confint_gev>) plot(<confint_gev>)
Methods for objects of class "confint_gev"

Return levels

Example datasets

BloomsburyOzone
Ozone levels at Bloomsbury, UK
BloomsburyOzoneMaxima
Annual maxima ozone levels at Bloomsbury, UK
BrestSurgeDays
Number of days per month in 1846-2007
BrestSurgeMaxima
Annual maxima sea surge heights at Brest, France
BrestSurgeMissing
Missing values in sea surge heights at Brest, France
PlymouthOzone
Ozone levels at Plymouth, UK
PlymouthOzoneMaxima
Annual maxima ozone levels at Plymouth, UK
days_in_year() days_in_month()
Days in a year or in a month

GEV influence curves

gev_influence() plot(<gev_influence>)
GEV influence curves
gev_influence_rl() plot(<gev_influence_rl>)
GEV influence curves for return levels

Simulation

sim_data() mcar() mcar2()
Simulate raw data