Package: Renext 3.1-4

Yann Richet

Renext: Renewal Method for Extreme Values Extrapolation

Peaks Over Threshold (POT) or 'methode du renouvellement'. The distribution for the excesses can be chosen, and heterogeneous data (including historical data or block data) can be used in a Maximum-Likelihood framework.

Authors:Yves Deville <[email protected]>, Lise Bardet <[email protected]>

Renext_3.1-4.tar.gz
Renext_3.1-4.zip(r-4.5)Renext_3.1-4.zip(r-4.4)Renext_3.1-4.zip(r-4.3)
Renext_3.1-4.tgz(r-4.4-any)Renext_3.1-4.tgz(r-4.3-any)
Renext_3.1-4.tar.gz(r-4.5-noble)Renext_3.1-4.tar.gz(r-4.4-noble)
Renext_3.1-4.tgz(r-4.4-emscripten)Renext_3.1-4.tgz(r-4.3-emscripten)
Renext.pdf |Renext.html
Renext/json (API)

# Install 'Renext' in R:
install.packages('Renext', repos = c('https://irsn.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/irsn/renext/issues

Datasets:

On CRAN:

87 exports 1.88 score 2 dependencies 4 dependents 82 scripts 551 downloads

Last updated 9 months agofrom:d1df900464. Checks:OK: 5 NOTE: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 24 2024
R-4.5-winNOTEAug 24 2024
R-4.5-linuxNOTEAug 24 2024
R-4.4-winOKAug 24 2024
R-4.4-macOKAug 24 2024
R-4.3-winOKAug 24 2024
R-4.3-macOKAug 24 2024

Exports:barplotRenouvCV2CV2.testdGPDdlomaxdmaxlodmixexp2dSLTWEM.mixexpexpplotfgammafGEV.MAXfGPDflomaxfmaxloformat.summary.Renouvfweibullgev2Rengof.dategofExp.testgumbel2RenhGPDHGPDhmixexp2Hmixexp2Hpointsini.mixexp2interevtJacksonJackson.testlines.RenouvLRExpLRExp.testLRGumbelLRGumbel.testmom.mixexp2mom2parNBlevyOT2MAXOTjitterparDerivparIni.MAXparIni.OTSpGPDpGreenwood1plomaxplot.Rendataplot.Renouvpmaxlopmixexp2PPplotpredict.Renouvprint.summary.Rendataprint.summary.RenouvpSLTWqGPDqlomaxqmaxloqmixexp2QQplotqSLTWqStatreadXMLRen2gevRen2gumbelRenouvRenouvNoEstrGPDRLlegend.iniRLlegend.showrlomaxRLparRLplotrmaxlormixexp2roundPredrRendatarSLTWSandTskip2noskipspacingsspacings.numericspacings.Rendatasummary.Rendatasummary.Renouvtransludeweibplot

Dependencies:evdnumDeriv

Readme and manuals

Help Manual

Help pageTopics
Renewal Method for Extreme Values ExtrapolationRenext-package Renext
Compute an analysis of deviance table for two nested Renouv objectsanova.Renouv
Barplot for Renouv "Over Threshold" countsbarplotRenouv
Surge heights at BrestBrest
Surge heights at Brest partial dataBrest.years
Years with missing periods in 'Brest.year' datasetBrest.years.missing
Squared Coefficient of VariationCV2
CV2 test of exponentialityCV2.test
Surge heights at DunkerqueDunkerque
Expectation-Maximisation for a mixture of exponential distributionsEM.mixexp
Classical "exponential distribution" plotexpplot
ML estimation of the Gamma distributionfgamma
Fit a GEV distribution from block maxima or r largest order statistics using an aggregated Renewal POT processfGEV.MAX
Fit a two-parameters Generalised Pareto Distribution from a samplefGPD
ML estimation of the Lomax distributionflomax
ML estimation of a 'maxlo' distributionfmaxlo
ML estimation of classical Weibull distributionfweibull
Flow of the french river La GaronneGaronne
Translate a vector of GEV parameters into renewal modelgev2Ren
Goodness-of-fit for the distribution of datesgof.date
Goodness-of-fit test for exponential distributiongofExp.test
Generalised Pareto DistributiondGPD GPD HGPD hGPD pGPD qGPD rGPD
Translate a vector of Gumbel parameters into a vector of parameters for a renewal modelgumbel2Ren
Plotting positions for exponential return levelsHpoints
Simple estimation for the mixture of two exponential distributionsini.mixexp2
Interevents (or interarrivals) from events datesinterevt
Jackson's statisticJackson
Jackson's test of exponentialityJackson.test
Log-likelihood of a "Renouv" objectAIC.Renouv BIC.Renouv logLik.Renouv nobs.Renouv
Lomax distributiondlomax Lomax plomax qlomax rlomax
Likelihood Ratio statistic for exponential vs. GPDLRExp
Likelihood Ratio test of exponentiality vs. GPDLRExp.test
Likelihood Ratio statistic for Gumbel vs. GEVLRGumbel
Likelihood Ratio test for the Gumbel distributionLRGumbel.test
'maxlo' distributiondmaxlo Maxlo pmaxlo qmaxlo rmaxlo
Mixture of two exponential distributionsdmixexp2 Hmixexp2 hmixexp2 MixExp2 pmixexp2 qmixexp2 rmixexp2
Moment estimation for the mixture of two exponential distributionsmom.mixexp2
Parameters from momentsmom2par
Negative Binomial Levy processNBlevy
Temporal aggregation of a Marked ProcessOT2MAX
Add a small amount of noise to a numeric vectorOTjitter
Derivation of probability functions with respect to the parametersparDeriv
Initial estimation of GPD parameters for an aggregated renewal modelparIni.MAX parIni.OTS
Probability that the Greenwood's statistic is smaller than onepGreenwood1
Plot a Rendata objectplot.Rendata
Plot an object of class "Renouv"lines.Renouv plot.Renouv
Diagnostic plots for Renouv objectsPPplot PPplot.Renouv QQplot QQplot.Renouv
Compute return levels and confidence limits for a "Renouv" objectpredict.Renouv
Quantiles of a test statisticqStat
Read data using an XML index filereadXML
Translate a vector of coefficients from a Renewal-POT model with Pareto excesses into a vector of GEV parametersRen2gev
Translate a vector of coefficients from a Renewal-POT model with exponential excesses to a vector of Gumbel parametersRen2gumbel
Fit a 'Renouvellement' modelRenouv
Define a 'renouvellement' model without estimationRenouvNoEst
Legend management for return level plotsRLlegend RLlegend.ini RLlegend.show
Graphical parameters for Return Level plotsRLpar
Return level plotRLplot
Round quantiles in a pseudo-prediction tableroundPred
Simulate a random RenData objectrRendata
Compute empirical survivals (S) and return periods (T)SandT
Fix non-skipped periods from skipped onesskip2noskip
Shifted Left Truncated Weibull (SLTW) distributiondSLTW pSLTW qSLTW rSLTW SLTW
Methods computing spacings between Largest Order Statisticsspacings spacings.data.frame spacings.numeric spacings.Rendata
Summary and print methods for "Rendata" objectsprint.Rendata print.summary.Rendata summary.Rendata
Summary and print methods for "Renouv" objectsformat.summary.Renouv print.Renouv print.summary.Renouv summary.Renouv
Make translucient colorstranslude
Variance-covariance matrix of the estimates of a "Renouv" objectvcov.Renouv
Classical Weibull distribution plotweibplot