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eva
View on CRAN: Click
here
Download and install eva package within the R console
Install from CRAN:
install.packages("eva")
Install from Github:
library("remotes")
install_github("cran/eva")
Install by package version:
library("remotes")
install_version("eva", "0.2.6")
Attach the package and use:
library("eva")
Maintained by
Brian Bader
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-12-29
Latest Update: 2020-11-15
Description:
Goodness-of-fit tests for selection of r in the r-largest order
statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the
Generalized Pareto distribution (GPD). Random number generation and density functions
for the GEVr distribution. Profile likelihood for return level estimation
using the GEVr and Generalized Pareto distributions. P-value adjustments for
sequential, multiple testing error control. Non-stationary fitting of GEVr and
GPD.
Bader, B., Yan, J. & Zhang, X. (2016) .
Bader, B., Yan, J. & Zhang, X. (2018) .
How to cite:
Brian Bader (2015). eva: Extreme Value Analysis with Goodness-of-Fit Testing. R package version 0.2.6, https://cran.r-project.org/web/packages/eva. Accessed 01 Feb. 2025.
Previous versions and publish date:
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Other R packages that eva depends,
imports, suggests or enhances
Complete documentation for eva
Functions, R codes and Examples using
the eva R package
Some associated functions: eva . fortmax . gevr . gevrDiag . gevrEd . gevrFit . gevrMultScore . gevrPbScore . gevrProfShape . gevrRl . gevrSeqTests . gpd . gpdAd . gpdCvm . gpdDiag . gpdFit . gpdImAsym . gpdImPb . gpdMultScore . gpdPbScore . gpdProfShape . gpdRl . gpdSeqTests . lowestoft . mrlPlot . pSeqStop .
Some associated R codes: eva.R . fortmax.R . gevr.R . gevrDiag.R . gevrEd.R . gevrFit.R . gevrFunctions.R . gevrMultScore.R . gevrPbScore.R . gevrProfShape.R . gevrRl.R . gevrSeqTests.R . gpd.R . gpdAd.R . gpdCvm.R . gpdDiag.R . gpdFit.R . gpdFunctions.R . gpdImAsym.R . gpdImPb.R . gpdMultScore.R . gpdPbScore.R . gpdProfShape.R . gpdRl.R . gpdSeqTests.R . lowestoft.R . mrlPlot.R . pSeqStop.R . Full eva package functions and examples
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