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extRemes  

Extreme Value Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("extRemes", "2.1-4")



Attach the package and use:
library("extRemes")
Maintained by
Eric Gilleland
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2004-03-19
Latest Update: 2024-02-02
Description:
General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) and for bootstrapping, please see Gilleland (2020) .
How to cite:
Eric Gilleland (2004). extRemes: Extreme Value Analysis. R package version 2.1-4, https://cran.r-project.org/web/packages/extRemes
Previous versions and publish date:
1.0 (2004-03-19 23:27), 1.1 (2004-07-09 10:21), 1.12 (2004-08-09 21:28), 1.20 (2004-10-08 15:41), 1.40 (2005-02-23 09:27), 1.50 (2005-07-20 11:39), 1.51 (2005-11-09 10:19), 1.52 (2006-09-19 21:11), 1.53 (2006-10-21 11:49), 1.54 (2007-01-10 11:07), 1.55 (2007-04-11 10:21), 1.56 (2007-12-06 08:55), 1.57 (2008-01-07 21:04), 1.58 (2008-12-18 09:27), 1.59 (2009-01-27 17:41), 1.60 (2009-05-14 08:57), 1.61 (2010-04-21 15:15), 1.62 (2010-04-25 09:26), 1.63 (2011-07-23 15:51), 1.64 (2011-12-19 21:23), 1.65 (2012-10-06 08:01), 2.0-0 (2014-01-24 22:37), 2.0-1 (2014-06-03 19:35), 2.0-2 (2014-08-18 18:04), 2.0-3 (2014-08-26 22:15), 2.0-4 (2014-12-19 14:55), 2.0-5 (2015-01-22 00:57), 2.0-6 (2015-08-28 00:28), 2.0-7 (2015-12-18 06:43), 2.0-8 (2016-08-30 01:46), 2.0-9 (2018-06-11 20:46), 2.0-10 (2019-04-01 22:20), 2.0-11 (2019-11-29 20:50), 2.0-12 (2020-05-03 22:00), 2.1-1 (2021-05-24 17:10), 2.1-2 (2022-05-04 04:30), 2.1-3 (2022-11-18 23:00), 2.1 (2020-11-24 08:50)
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