eva (0.2.5)

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Extreme Value Analysis with Goodness-of-Fit Testing.


Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.

Maintainer: Brian Bader
Author(s): Brian Bader [aut, cre], Jun Yan [ctb]

License: GPL (>= 2)

Uses: EnvStats, Matrix, SpatialExtremes, knitr
Reverse depends: tea

Released over 1 year ago.

7 previous versions



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