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>.

Extreme Value Analysis

package-ubuntu-20.04-r-4.0.5#cran#extRemes-2.1

<p>Meteorological data pertaining to Santa Ana winds.
</p>

# data(SantaAna)
## maybe str(SantaAna) ; plot(SantaAna) ...

package-ubuntu-20.04-r-4.0.5#cran#extRemes-2.1#docs#SantaAna

SantaAna

Description

Usage

Format

Examples

extRemes

We don't support your browser anymore