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evmissing  

Extreme Value Analyses with Missing Data
View on CRAN: Click here


Download and install evmissing package within the R console
Install from CRAN:
install.packages("evmissing")

Install from Github:
library("remotes")
install_github("cran/evmissing")

Install by package version:
library("remotes")
install_version("evmissing", "1.0.2")



Attach the package and use:
library("evmissing")
Maintained by
Paul J. Northrop
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-01-08
Latest Update: 2026-01-08
Description:
Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2025) <doi:10.48550/arXiv.2512.15429>. A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.
How to cite:
Paul J. Northrop (2026). evmissing: Extreme Value Analyses with Missing Data. R package version 1.0.2, https://cran.r-project.org/web/packages/evmissing. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:36), 1.0.0 (2026-01-08 20:20), 1.0.1 (2026-01-28 13:30)
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Functions, R codes and Examples using the evmissing R package
Full evmissing package functions and examples
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