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) <doi:10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi:10.1175/JTECH-D-20-0070.1>.
| Version: | 2.1-4 |
| Depends: | R (≥ 2.10.0), Lmoments, distillery (≥ 1.0-4) |
| Imports: | graphics, stats, methods |
| Suggests: | fields |
| Published: | 2024-02-02 |
| DOI: | 10.32614/CRAN.package.extRemes |
| Author: | Eric Gilleland |
| Maintainer: | Eric Gilleland <ericg at ucar.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://staff.ral.ucar.edu/ericg/extRemes/ |
| NeedsCompilation: | yes |
| Citation: | extRemes citation info |
| In views: | Environmetrics, ExtremeValue |
| CRAN checks: | extRemes results |
| Reference manual: | extRemes.pdf |
| Package source: | extRemes_2.1-4.tar.gz |
| Windows binaries: | r-devel: extRemes_2.1-4.zip, r-release: extRemes_2.1-4.zip, r-oldrel: extRemes_2.1-4.zip |
| macOS binaries: | r-release (arm64): extRemes_2.1-4.tgz, r-oldrel (arm64): extRemes_2.1-4.tgz, r-release (x86_64): extRemes_2.1-4.tgz, r-oldrel (x86_64): extRemes_2.1-4.tgz |
| Old sources: | extRemes archive |
| Reverse depends: | in2extRemes |
| Reverse imports: | climextRemes, extremeStat, scde |
| Reverse suggests: | lax |
Please use the canonical form https://CRAN.R-project.org/package=extRemes to link to this page.