geekman1/eva_package: Extreme Value Analysis with Goodness-of-Fit Testing
Version 0.2.4

Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version0.2.4
URL https://github.com/geekman1/eva_package
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("geekman1/eva_package")
geekman1/eva_package documentation built on May 14, 2017, 8:44 a.m.