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

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install.packages("ismev")

1.43 by Eric Gilleland, a year ago


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


Authors: Eric Gilleland [cre] , Janet E. Heffernan [aut] , Alec G. Stephenson [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on mgcv


Imported by EQRN, ExtremeConformal, GJRM, GLmom, IDF, NSTempRFA, TailID, eFCM, envoutliers, extremeStat, famish, gnFit, loopevd, scanstatistics.

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


See at CRAN