An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.


Reference manual

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


1.42 by Eric Gilleland, 3 years ago

Browse source code at

Authors: Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.

Documentation:   PDF Manual  

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

GPL (>= 2) license

Depends on mgcv

Imported by GJRM, IDF, envoutliers, extremeStat, gnFit.

Depended on by mGSZ.

Suggested by PRSim, Renext, RobExtremes, distrMod, lax, mev, texmex.

See at CRAN