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.

AuthorBrian Bader [aut, cre], Jun Yan [ctb]
Date of publication2016-09-20 23:10:46
MaintainerBrian Bader <brianbader@mail.com>
LicenseGPL (>= 2)
Version0.2.4
https://github.com/geekman1/eva_package

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Functions

dgevr Man page
dgpd Man page
eva Man page
eva-package Man page
fortmax Man page
gevr Man page
gevrDiag Man page
gevrEd Man page
gevrFit Man page
gevrMultScore Man page
gevrPbScore Man page
gevrProfShape Man page
gevrRl Man page
gevrSeqTests Man page
gpd Man page
gpdAd Man page
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
gpdSeqTests Man page
lowestoft Man page
mrlPlot Man page
pgev Man page
pgpd Man page
pSeqStop Man page
qgev Man page
qgpd Man page
rgevr Man page
rgpd Man page

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