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evmix  

Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation
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]
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 28 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:36), 1.0 (2013-07-06 14:36), 2.0 (2013-11-01 09:29), 2.1 (2014-06-04 07:11), 2.3 (2014-09-07 13:10), 2.4 (2015-01-23 09:12), 2.5 (2015-04-29 14:56), 2.6 (2015-05-27 14:35), 2.7 (2017-04-03 18:13), 2.8 (2018-02-01 00:05), 2.9 (2018-02-09 00:09), 2.10 (2018-04-15 21:03), 2.11 (2018-06-06 11:53)
Other packages that cited evmix R package
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