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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