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ismev (version 1.43)

An Introduction to Statistical Modeling of Extreme Values

Description

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.

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Version

Install

install.packages('ismev')

Monthly Downloads

2,062

Version

1.43

License

GPL (>= 2)

Maintainer

Eric Gilleland

Last Published

August 20th, 2025

Functions in ismev (1.43)

Fitting the Point Process Model Over a Range of Thresholds

Diagnostic Plots for Order Statistics Models

Annual Maximum Wind Speeds at Albany and Hartford

Maximum-likelihood Fitting of Order Statistics Model

Minimum Temperatures at Wooster, Ohio

Maximum-likelihood Fitting for the Point Process Model

Wave and Surge Heights in South-West England

Daily Rainfall Accumulations in South-West England

Venice Sea Levels

Diagnostic Plots for Point Process Models

Engine Failure Time Data

Annual Maximum Sea Levels at Fremantle, Western Australia

UK/US and UK/Canada Exchange Rates

UK/Euro Exchange Rates

Diagnostic Plots for GEV Models

Breaking Strengths of Glass Fibres

Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Distributions with Penalized Maximum Likelihood Estimation

Diagnostic Plots for GPD Models

Internal Functions

Fitting the GPD Model Over a Range of Thresholds

Maximum-likelihood Fitting of the GEV Distribution

Annual Maximum Sea Levels at Port Pirie, South Australia

Maximum-likelihood Fitting for the GPD Model

Diagnostic Plots for Gumbel Models

ismev -- an Introduction to Statistical Modeling of Extreme Values

Profile Log-likelihoods for Stationary GPD Models

Mean Residual Life Plot

Daily Closing Prices of The Dow Jones Index

Profile Log-likelihoods for Stationary GEV Models

Maximum-likelihood Fitting of the Gumbel Distribution