ismev: An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Install the latest version of this package by entering the following in R:
AuthorOriginal S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.
Date of publication2016-04-28 00:16:22
MaintainerEric Gilleland <>
LicenseGPL (>= 2)

View on CRAN

Man pages

dowjones: Daily Closing Prices of The Dow Jones Index

engine: Engine Failure Time Data

euroex: UK/Euro Exchange Rates

exchange: UK/US and UK/Canada Exchange Rates

fremantle: Annual Maximum Sea Levels at Fremantle, Western Australia

game: Smooth Parameter Estimation and Bootstrapping of Generalized...

gev.diag: Diagnostic Plots for GEV Models Maximum-likelihood Fitting of the GEV Distribution Profile Log-likelihoods for Stationary GEV Models

glass: Breaking Strengths of Glass Fibres

gpd.diag: Diagnostic Plots for GPD Models Maximum-likelihood Fitting for the GPD Model

gpd.fitrange: Fitting the GPD Model Over a Range of Thresholds Profile Log-likelihoods for Stationary GPD Models

gum.diag: Diagnostic Plots for Gumbel Models Maximum-likelihood Fitting of the Gumbel Distribution

ismev: ismev - an Introduction to Statistical Modeling of Extreme...

ismev-internal: Internal Functions

mrl.plot: Mean Residual Life Plot

portpirie: Annual Maximum Sea Levels at Port Pirie, South Australia

pp.diag: Diagnostic Plots for Point Process Models Maximum-likelihood Fitting for the Point Process Model

pp.fitrange: Fitting the Point Process Model Over a Range of Thresholds

rain: Daily Rainfall Accumulations in South-West England

rlarg.diag: Diagnostic Plots for Order Statistics Models Maximum-likelihood Fitting of Order Statistics Model

venice: Venice Sea Levels

wavesurge: Wave and Surge Heights in South-West England

wind: Annual Maximum Wind Speeds at Albany and Hartford

wooster: Minimum Temperatures at Wooster, Ohio


adjustD2 Man page
dowjones Man page
DrLogL Man page
engine Man page
euroex Man page
exchange Man page
fremantle Man page
gamGPDboot Man page
gamGPDfit Man page
gamGPDfitUp Man page
gev.dens Man page
gev.diag Man page
gevf Man page Man page
gev.his Man page
gev.pp Man page Man page
gev.profxi Man page
gevq Man page
gev.qq Man page
gev.rl Man page
gev.rl.gradient Man page
glass Man page
gpd.dens Man page
gpd.diag Man page
gpdf Man page Man page Man page
gpd.fitrange Man page
gpd.his Man page
gpd.pp Man page
GPD.predict Man page Man page
gpd.profxi Man page
gpdq Man page
gpdq2 Man page
gpd.qq Man page
gpd.rl Man page
gpd.rl.gradient Man page
gum.dens Man page
gum.df Man page
gum.diag Man page Man page
gum.q Man page
gum.rl Man page
ismev Man page Man page
lambda.predict Man page
LambdaPredict Man page
mrl.plot Man page
portpirie Man page
pp.diag Man page
ppf Man page Man page
pp.fitrange Man page
ppp Man page
pp.pp Man page
ppq Man page
pp.qq Man page
q.form Man page
rain Man page
rlarg.diag Man page
rlargf Man page Man page
rlarg.pp Man page
rlargq Man page
rlargq2 Man page
rlarg.qq Man page
rLogL Man page
sample.real Man page
venice Man page
wavesurge Man page
wind Man page
wooster Man page
xibetaFitCI Man page
xibetaPredict Man page

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.