Package dev.nm.stat.evt.evd.univariate

Univariate extreme-value distributions.

See: Description

Interface Summary

Interface	Description
UnivariateEVD	Distribution of extreme values (e.g., maxima, minima, or other order statistics).

Class Summary

Class	Description
FrechetDistribution	The Fréchet distribution is a special case (Type II) of the generalized extreme value distribution, with \(\xi>0\).
GeneralizedEVD	Generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within extreme value theory to combine the Gumbel, Fréchet and Weibull families also known as type I, II and III extreme value distributions.
GeneralizedParetoDistribution	Generalized Pareto distribution (GPD) is used for modeling exceedances over (or shortfalls below) a threshold.
GumbelDistribution	The Gumbel distribution is a special case (Type I) of the generalized extreme value distribution, with \(\xi=0\).
MaximaDistribution	The distribution of \(M\), where \(M=\max(x_1,x_2,...
MinimaDistribution	The distribution of \(M\), where \(M=\min(x_1,x_2,...
OrderStatisticsDistribution	The asymptotic nondegenerate distributions of the r-th smallest (largest) order statistic.
ReversedWeibullDistribution	The Reversed Weibull distribution is a special case (Type III) of the generalized extreme value distribution, with \(\xi<0\).

Package dev.nm.stat.evt.evd.univariate Description

Univariate extreme-value distributions.

GeneralizedEVD provides a quantile example, parameter order, probability domain, and support limitations. Choose a model appropriate to block maxima or threshold exceedances; these are different statistical sampling constructions.