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evmissing

Extreme Value Analyses with Missing Data

Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2026) <doi:10.1002/env.70075>. A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling source/ R- evmissing_1.0.2.tar.gz 154.0 KiB
1.0.2 latest source/ R- evmissing_1.0.2.tar.gz 154.0 KiB
1.0.2 2026-04-23 source/ R- evmissing_1.0.2.tar.gz 154.0 KiB
1.0.2 2026-04-09 windows/windows R-4.5 evmissing_1.0.2.zip 335.9 KiB

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