eva: Extreme Value Analysis with Goodness-of-Fit Testing

Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.

Install the latest version of this package by entering the following in R:
AuthorBrian Bader [aut, cre], Jun Yan [ctb]
Date of publication2016-09-20 23:10:46
MaintainerBrian Bader <brianbader@mail.com>
LicenseGPL (>= 2)

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eva Man page
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gpdCvm Man page
gpdDiag Man page
gpdFit Man page
gpdImAsym Man page
gpdImPb Man page
gpdMultScore Man page
gpdPbScore Man page
gpdProfShape Man page
gpdRl Man page
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lowestoft Man page
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pSeqStop Man page
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