extRemes: Extreme Value Analysis

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>.

Version: 2.1
Depends: R (≥ 2.10.0), Lmoments, distillery (≥ 1.0-4)
Imports: graphics, stats
Suggests: fields
Published: 2020-11-24
Author: Eric Gilleland
Maintainer: Eric Gilleland <ericg at ucar.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://ral.ucar.edu/staff/ericg/extRemes/
NeedsCompilation: yes
Citation: extRemes citation info
In views: Environmetrics, ExtremeValue
CRAN checks: extRemes results

Downloads:

Reference manual: extRemes.pdf
Package source: extRemes_2.1.tar.gz
Windows binaries: r-devel: extRemes_2.0-12.zip, r-release: extRemes_2.0-12.zip, r-oldrel: extRemes_2.0-12.zip
macOS binaries: r-release: extRemes_2.0-12.tgz, r-oldrel: extRemes_2.0-12.tgz
Old sources: extRemes archive

Reverse dependencies:

Reverse depends: in2extRemes
Reverse imports: climextRemes, extremeStat, scde
Reverse suggests: lax

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