eva (0.2.3)

Extreme Value Analysis with Goodness-of-Fit Testing.

https://github.com/geekman1/eva_package
http://cran.r-project.org/web/packages/eva

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, with availability for bootstrap based standard errors in the GEV1 setting to handle dependence.

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 3 years ago.