eva (0.1.3)

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 peaks-over-threshold approach. 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.

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

License: GPL (>= 2)

Uses: ggplot2, knitr
Reverse depends: tea

Released over 3 years ago.