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evmix
View on CRAN: Click
here
Download and install evmix package within the R console
Install from CRAN:
install.packages("evmix")
Install from Github:
library("remotes")
install_github("cran/evmix") Install by package version:
library("remotes")
install_version("evmix", "2.12") Attach the package and use:
library("evmix")
Maintained by
Carl Scarrott
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-07-06
Latest Update: 2019-09-03
Description:
The usual distribution functions, maximum likelihood inference and
model diagnostics for univariate stationary extreme value mixture models
are provided. Kernel density estimation including various boundary
corrected kernel density estimation methods and a wide choice of kernels,
with cross-validation likelihood based bandwidth estimator.
Reasonable consistency with the base functions in the 'evd' package is
provided, so that users can safely interchange most code.
How to cite:
Carl Scarrott (2013). evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation. R package version 2.12, https://cran.r-project.org/web/packages/evmix. Accessed 05 Jun. 2026.
Previous versions and publish date:
Other packages that cited evmix R package
View evmix citation profile
Other R packages that evmix depends,
imports, suggests or enhances
Complete documentation for evmix
Functions, R codes and Examples using
the evmix R package
Some associated functions: bckden . bckdengpd . bckdengpdcon . betagpd . betagpdcon . checking . dwm . evmix-package . evmix.diag . fbckden . fbckdengpd . fbckdengpdcon . fbetagpd . fbetagpdcon . fdwm . fgammagpd . fgammagpdcon . fgkg . fgkgcon . fgng . fgngcon . fgpd . fhpd . fhpdcon . fitmgng . fitmnormgpd . fitmweibullgpd . fkden . fkdengpd . fkdengpdcon . flognormgpd . flognormgpdcon . fmgamma . fmgammagpd . fmgammagpdcon . fnormgpd . fnormgpdcon . fpsden . fpsdengpd . fweibullgpd . fweibullgpdcon . gammagpd . gammagpdcon . gkg . gkgcon . gng . gngcon . gpd . hillplot . hpd . hpdcon . internal . itmgng . itmnormgpd . itmweibullgpd . kden . kdengpd . kdengpdcon . kernels . kfun . lognormgpd . lognormgpdcon . mgamma . mgammagpd . mgammagpdcon . mrlplot . normgpd . normgpdcon . pickandsplot . psden . psdengpd . tcplot . weibullgpd . weibullgpdcon .
Some associated R codes: Full evmix package functions and examples
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