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.


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Reference manual

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install.packages("ismev")

1.42 by Eric Gilleland, 3 years ago


http://www.ral.ucar.edu/~ericg/softextreme.php


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


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