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.

Getting started

Package details

AuthorOriginal S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.
MaintainerEric Gilleland <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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ismev documentation built on May 11, 2018, 1:03 a.m.