Statistical extreme value modelling of threshold excesses,
maxima and multivariate extremes. Univariate models for threshold
excesses and maxima are the Generalised Pareto, and Generalised
Extreme Value model respectively. These models may be fitted by
using maximum (optionally penalised-)likelihood, or Bayesian
estimation, and both classes of models may be fitted with covariates
in any/all model parameters. Model diagnostics support the fitting
process. Graphical output for visualising fitted models and return
level estimates is provided. For serially dependent sequences, the
intervals declustering algorithm of Ferro and Segers
|Author||Harry Southworth [aut, cre], Janet E. Heffernan [aut], Paul D. Metcalfe [aut], Yiannis Papastathopoulos [ctb], Alec Stephenson [ctb], Stuart Coles [ctb]|
|Date of publication||2017-11-16 15:41:18 UTC|
|Maintainer||Harry Southworth <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.