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), ).


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("extremis")

1.2 by Miguel de Carvalho, 2 days ago


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


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