Miscellaneous Utilities for Extreme Value Analysis

Provides utility functions and objects for Extreme Value Analysis. These include probability functions with their exact derivatives w.r.t. the parameters that can be used for estimation and inference, even with censored observations. The transformations exchanging the two parameterizations of Peaks Over Threshold (POT) models: Poisson-GP and Point-Process are also provided with their derivatives.


Reference manual

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install.packages("nieve")

0.1.3 by Yves Deville, 3 years ago


https://github.com/yvesdeville/nieve/


Report a bug at https://github.com/yvesdeville/nieve/issues/


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


Authors: Yves Deville [cre, aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Suggests testthat, numDeriv, Renext, knitr, covr


Imported by evmissing, gamlssx.


See at CRAN