Package: RtsEva 1.0.0

RtsEva: Performs the Transformed-Stationary Extreme Values Analysis

Adaptation of the 'Matlab' 'tsEVA' toolbox developed by Lorenzo Mentaschi available here: <https://github.com/menta78/tsEva>. It contains an implementation of the Transformed-Stationary (TS) methodology for non-stationary extreme value Analysis (EVA) as described in Mentaschi et al. (2016) <doi:10.5194/hess-20-3527-2016>. In synthesis this approach consists in: (i) transforming a non-stationary time series into a stationary one to which the stationary extreme value theory can be applied; and (ii) reverse-transforming the result into a non-stationary extreme value distribution. 'RtsEva' offers several options for trend estimation (mean, extremes, seasonal) and contains multiple plotting functions displaying different aspects of the non-stationarity of extremes.

Authors:Alois Tilloy [aut, cre]

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RtsEva.pdf |RtsEva.html✨
RtsEva/json (API)
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Peer review:

Bug tracker:https://github.com/alowis/rtseva/issues

On CRAN:

extreme-value-statisticsnon-stationary-environment

51 exports 4 stars 1.83 score 48 dependencies 4 scripts 523 downloads

Last updated 8 days agofrom:3b1ee8123c. Checks:OK: 7. Indexed: yes.

Exports:check_timeseriescomputeAnnualMaximacomputeMonthlyMaximadeclustpeaksempdisempdislfindMaxinitPercentilesmax_daily_valuetsEasyParseNamedArgstsEstimateAverageSeasonalitytsEvaChangeptstsEvaComputeReturnLevelsGEVtsEvaComputeReturnLevelsGEVFromAnalysisObjtsEvaComputeReturnLevelsGPDtsEvaComputeReturnLevelsGPDFromAnalysisObjtsEvaComputeReturnPeriodsGEVtsEvaComputeReturnPeriodsGPDtsEvaComputeRLsGEVGPDtsEvaComputeTimeRPtsEvaDetrendTimeSeriestsEvaFillSeriestsEvaFindTrendThresholdtsEvaNanRunnigBlowThtsEvaNanRunningMeantsEvaNanRunningPercentilestsEvaNanRunningStatisticstsEvaNanRunningVarianceTsEvaNstsEvaPlotAllRLevelsGEVtsEvaPlotAllRLevelsGPDtsEvaPlotGEVImageScFromAnalysisObjtsEvaPlotGPDImageScFromAnalysisObjtsEvaPlotReturnLevelsGEVtsEvaPlotReturnLevelsGEVFromAnalysisObjtsEvaPlotReturnLevelsGPDtsEvaPlotReturnLevelsGPDFromAnalysisObjtsEvaPlotSeriesTrendStdDevFromAnalyisObjtsEvaPlotTransfToStatFromAnalysisObjtsEvaRunningMeanTrendtsEvaSampleDatatsEvaTransformSeriesToStationaryMultiplicativeSeasonalitytsEvaTransformSeriesToStationaryPeakTrendtsEvaTransformSeriesToStationaryTrendAndChangeptstsEvaTransformSeriesToStationaryTrendAndChangepts_ciPercentiletsEvaTransformSeriesToStationaryTrendOnlytsEvaTransformSeriesToStationaryTrendOnly_ciPercentiletsEvaTransformSeriesToStatSeasonal_ciPercentiletsEVstatisticstsGetNumberPerYeartsGetPOT

Dependencies:anytimeBHchangepointclicolorspacecpp11dplyrellipsisevdfansifarvergenericsggplot2gluegtableisobandlabelinglatticelifecyclelubridatemagrittrMASSMatrixmgcvmomentsmunsellmvtnormnlmepillarpkgconfigPOTpracmaR6RColorBrewerRcpprlangscalestexmextibbletidyselecttimechangetsibbleutf8vctrsviridisLitewithrxtszoo