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ismev (version 1.3)

ismev: ismev -- The Extremes Toolkit: Weather and Climate Applications of Extreme-Value Statistics

Description

ismev includes functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes. ismev is an R port of Stuart Coles' S-Plus extreme value statistical routines.

Primary functions include: 'gev.fit', 'gev.diag', 'gpd.fit', 'gpd.diag', 'pp.fit' and 'pp.diag'.

Original R port was carried out by alec Stephenson, and the package is currently being maintained by Eric Gilleland.

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