extRemes: Extreme Value Analysis

General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) <doi: 10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi: 10.1175/JTECH-D-20-0070.1>.

Package details

AuthorEric Gilleland
MaintainerEric Gilleland <ericg@ucar.edu>
LicenseGPL (>= 2)
Version2.1-4
URL https://staff.ral.ucar.edu/ericg/extRemes/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("extRemes")

Try the extRemes package in your browser

Any scripts or data that you put into this service are public.

extRemes documentation built on May 29, 2024, 5:27 a.m.