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>Listed below are supporting functions for the major methods in extRemes.
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package-ubuntu-20.04-r-4.0.5#cran#extRemes-2.1#docs#extRemes-internal

extRemes-internal

Description

extRemes

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