Extreme Values in R

Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.


Reference manual

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1.7-4 by Bernhard Pfaff, 4 years ago

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

Authors: Bernhard Pfaff [aut, cre] , Eric Zivot [ctb] , Alexander McNeil [aut] (S original (EVIS)) , Alec Stephenson [trl] (R port of EVIS)

Documentation:   PDF Manual  

Task views: Probability Distributions, Analysis of Ecological and Environmental Data, Extreme Value Analysis

GPL (>= 2) license

Depends on stats

Imported by FlowScreen, extremeIndex, extremeStat.

Depended on by MCMC4Extremes, kerdiest.

Suggested by ercv, fitteR, lax.

See at CRAN