extRemes
Extreme Value Analysis
General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) <doi: 10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi: 10.1175/JTECH-D-20-0070.1>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.2-1 |
rolling linux/jammy R-4.5 | extRemes_2.2-1.tar.gz |
1.0 MiB |
2.2-1 |
rolling linux/noble R-4.5 | extRemes_2.2-1.tar.gz |
1.0 MiB |
2.2-1 |
rolling source/ R- | extRemes_2.2-1.tar.gz |
486.7 KiB |
2.2-1 |
latest linux/jammy R-4.5 | extRemes_2.2-1.tar.gz |
1.0 MiB |
2.2-1 |
latest linux/noble R-4.5 | extRemes_2.2-1.tar.gz |
1.0 MiB |
2.2-1 |
latest source/ R- | extRemes_2.2-1.tar.gz |
486.7 KiB |
2.2-1 |
2026-04-26 source/ R- | extRemes_2.2-1.tar.gz |
486.7 KiB |
2.2-1 |
2026-04-23 source/ R- | extRemes_2.2-1.tar.gz |
486.7 KiB |
2.2-1 |
2026-04-09 windows/windows R-4.5 | extRemes_2.2-1.zip |
1.0 MiB |
2.2 |
2025-04-20 source/ R- | extRemes_2.2.tar.gz |
486.8 KiB |