Statistics of Extremes

Conducts inference in statistical models for extreme values (de Carvalho et al (2012), ; de Carvalho and Davison (2014), <10.1080/01621459.2013.872651>; Einmahl et al (2016), ).


Reference manual

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1.2 by Miguel de Carvalho, a year ago

Browse source code at

Authors: Miguel de Carvalho [aut, cre] , Rodrigo Rubio [aut] , Vianey Palacios [aut] , Alejandro Jara [ctb] , Tim Hanson [ctb]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports emplik, methods, MASS, evd

See at CRAN