Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

extRemes

Extreme Value Analysis

General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) <doi: 10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi: 10.1175/JTECH-D-20-0070.1>.

Functions (62)

extRemes

Extreme Value Analysis

v2.1
GPL (>= 2)
Authors
Eric Gilleland
Initial release
2020-11-20

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.