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eva  

Extreme Value Analysis with Goodness-of-Fit Testing
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]
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 10 Mar. 2026.
Previous versions and publish date:
0.1.1 (2015-12-29 22:02), 0.1.2 (2015-12-31 21:49), 0.1.3 (2016-02-21 16:28), 0.2.1 (2016-04-06 01:10), 0.2.2 (2016-05-02 06:24), 0.2.3 (2016-05-30 17:50), 0.2.4 (2016-09-20 23:10), 0.2.5 (2018-10-18 13:40)
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Complete documentation for eva
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