Home / p/ismev

ismev

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.

README

The ismev package is an R port of S functions written by
Stuart Coles to support the computations carried out in 
`An Introduction to Statistical Modelling of Extreme Values'.
      
The file RCHANGES documents the main changes from the S 
version. The file CHANGES documents changes from previous
versions. As usual, please direct all queries and bug reports 
to the Maintainer given in the DESCRIPTION file.

The ismev package contains the following (user-level) 
functions.

GEV/Gumbel Models:  
  gev.fit  gev.diag  gev.prof  gev.profxi  gum.fit  gum.diag

GPD Models:  
  gpd.fit  gpd.diag  gpd.prof  gpd.profxi

Point Process Models:  
  pp.fit  pp.diag

Threshold Selection:  
  mrl.plot  gpd.fitrange  pp.fitrange

Order Statistics Models:  
  rlarg.fit  rlarg.diag


The following datasets are also included:
  dowjones  engine  euroex  exchange  fremantle  glass  
  portpirie  rain  venice  wavesurge  wind  wooster

There are also five demonstrations, given below, which can 
be run using the function demo.  
The first demonstration is based on that given in Appendix
A of `An Introduction to Statistical Modelling of Extreme 
Values'. The remaining demonstrations are based on those
given in the document `S-PLUS functions for extreme value
modelling' by Stuart Coles. 

  exchange.rate      GPD Modelling of Exchange Rates
  sealevel.max       Analysis of Annual Maximum Sea Levels
  order.stats        Modelling Order Statistics
  rain.excess        Modelling Threshold Excesses
  wooster.temps      Seasonal Model for Wooster Temperature 
                     Extremes

Versions across snapshots

Version Repository File Size

1.43 rolling linux/jammy R-4.5 ismev_1.43.tar.gz 262.0 KiB

1.43 rolling linux/noble R-4.5 ismev_1.43.tar.gz 262.7 KiB

1.43 rolling source/ R- ismev_1.43.tar.gz 87.5 KiB

1.43 latest linux/jammy R-4.5 ismev_1.43.tar.gz 262.0 KiB

1.43 latest linux/noble R-4.5 ismev_1.43.tar.gz 262.7 KiB

1.43 latest source/ R- ismev_1.43.tar.gz 87.5 KiB

1.43 2026-04-26 source/ R- ismev_1.43.tar.gz 87.5 KiB

1.43 2026-04-23 source/ R- ismev_1.43.tar.gz 87.5 KiB

1.43 2026-04-09 windows/windows R-4.5 ismev_1.43.zip 267.5 KiB

1.42 2025-04-20 source/ R- ismev_1.42.tar.gz 92.3 KiB

Version	Repository	File	Size
`1.43`	rolling linux/jammy R-4.5	`ismev_1.43.tar.gz`	262.0 KiB
`1.43`	rolling linux/noble R-4.5	`ismev_1.43.tar.gz`	262.7 KiB
`1.43`	rolling source/ R-	`ismev_1.43.tar.gz`	87.5 KiB
`1.43`	latest linux/jammy R-4.5	`ismev_1.43.tar.gz`	262.0 KiB
`1.43`	latest linux/noble R-4.5	`ismev_1.43.tar.gz`	262.7 KiB
`1.43`	latest source/ R-	`ismev_1.43.tar.gz`	87.5 KiB
`1.43`	2026-04-26 source/ R-	`ismev_1.43.tar.gz`	87.5 KiB
`1.43`	2026-04-23 source/ R-	`ismev_1.43.tar.gz`	87.5 KiB
`1.43`	2026-04-09 windows/windows R-4.5	`ismev_1.43.zip`	267.5 KiB
`1.42`	2025-04-20 source/ R-	`ismev_1.42.tar.gz`	92.3 KiB

Dependencies (latest)

Depends

mgcv