Package

lax lax-package

lax: Loglikelihood Adjustment for Extreme Value Models

Loglikelihood adjustment

alogLik()

Loglikelihood adjustment for model fits

alogLik(<gevrFit>) alogLik(<gpdFit>)

Loglikelihood adjustment for eva fits

alogLik(<evd>)

Loglikelihood adjustment for evd fits

alogLik(<gev>) alogLik(<gpd>) alogLik(<potd>)

Loglikelihood adjustment for evir fits

alogLik(<fevd>)

Loglikelihood adjustment for extRemes fits

alogLik(<fGEVFIT>) alogLik(<fGPDFIT>)

Loglikelihood adjustment for fExtremes fits

alogLik(<gev.fit>) alogLik(<pp.fit>) alogLik(<gpd.fit>) alogLik(<rlarg.fit>)

Loglikelihood adjustment for ismev fits

alogLik(<mev_gev>) alogLik(<mev_pp>) alogLik(<mev_gpd>) alogLik(<mev_egp>) alogLik(<mev_rlarg>)

Loglikelihood adjustment for mev fits

alogLik(<uvpot>)

Loglikelihood adjustment for POT fits

alogLik(<evmOpt>)

Loglikelihood adjustment of texmex fits

Refitting models

gev_refit() gpd_refit() pp_refit() rlarg_refit()

Maximum-likelihood (Re-)Fitting using the ismev package

pot_refit()

Fits a Poisson point process to the data, an approach sometimes known as peaks over thresholds (POT), and returns an object of class "potd".

Statistical inference

anova(<lax>)

Comparison of nested models

fit_bernoulli() logLikVec(<bernoulli>) nobs(<bernoulli>) coef(<bernoulli>) vcov(<bernoulli>) logLik(<bernoulli>) alogLik(<bernoulli>)

Inference for the Bernoulli distribution

return_level()

Return Level Inferences for Stationary Extreme Value Models

plot(<retlev>)

Plot diagnostics for a retlev object

print(<retlev>)

Print method for retlev object

summary(<retlev>)

Summary method for a "retlev" object

print(<summary.retlev>)

Print method for objects of class "summary.retlev"

Example data

ow

Oxford and Worthing annual maximum temperatures

Generics

logLikVec()

Evaluate loglikelihood contributions from specific observations

logLik(<logLikVec>)

Sum loglikelihood contributions from individual observations