Extreme Value Analysis with Goodness-of-Fit Testing

Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.


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install.packages("eva")

0.2.5 by Brian Bader, 4 months ago


https://github.com/geekman1/eva_package


Report a bug at https://github.com/geekman1/eva_package/issues


Browse source code at https://github.com/cran/eva


Authors: Brian Bader [aut, cre] , Jun Yan [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Matrix, parallel, stats, graphics, utils, EnvStats

Suggests knitr, SpatialExtremes


Imported by ev.trawl.

Depended on by tea.


See at CRAN