extremis: Statistics of Extremes

Conducts inference in statistical models for extreme values (de Carvalho et al (2012), <doi:10.1080/03610926.2012.709905>; de Carvalho and Davison (2014), <10.1080/01621459.2013.872651>; Einmahl et al (2016), <doi:10.1111/rssb.12099>).

Getting started

Package details

AuthorMiguel de Carvalho [aut, cre], Rodrigo Rubio [aut], Vianey Palacios [aut], Alejandro Jara [ctb], Tim Hanson [ctb]
MaintainerMiguel de Carvalho <miguel.decarvalho@ed.ac.uk>
LicenseGPL (>= 3)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("extremis")

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extremis documentation built on Nov. 27, 2020, 9:07 a.m.