extRemes (version 2.1-4)

Extreme Value Analysis

Description

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) and for bootstrapping, please see Gilleland (2020) .

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Install

install.packages('extRemes')

Monthly Downloads

3,811

Version

2.1-4

License

GPL (>= 2)

Maintainer

Last Published

February 2nd, 2024

Functions in extRemes (2.1-4)