extRemes 2.0: An Extreme Value Analysis Package in R

Eric Gilleland and Richard W. Katz

Journal of Statistical Software, 2016, vol. 072, issue i08

Abstract: This article describes the extreme value analysis (EVA) R package extRemes version 2.0, which is completely redesigned from previous versions. The functions primarily provide utilities for implementing univariate EVA, with a focus on weather and climate applications, including the incorporation of covariates, as well as some functionality for assessing bivariate tail dependence.

Date: 2016-08-30
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:072:i08

DOI: 10.18637/jss.v072.i08

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