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. Bader, B., Yan, J. & Zhang, X. (2016) . Bader, B., Yan, J. & Zhang, X. (2018) .


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0.2.6 by Brian Bader, a year ago


Report a bug at https://github.com/brianbader/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 rmarkdown, knitr, SpatialExtremes

Suggested by lax.

See at CRAN