evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

The usual distribution functions, maximum likelihood inference and model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including various boundary corrected kernel density estimation methods and a wide choice of kernels, with cross-validation likelihood based bandwidth estimator. Reasonable consistency with the base functions in the evd package is provided, so that users can safely interchange most code.

Version: 2.1
Depends: stats, graphics, MASS, gsl
Published: 2014-06-04
Author: Yang Hu and Carl Scarrott, University of Canterbury
Maintainer: Carl Scarrott <carl.scarrott at canterbury.ac.nz>
License: GPL-3
URL: http://www.math.canterbury.ac.nz/~c.scarrott/evmix
NeedsCompilation: no
Citation: evmix citation info
CRAN checks: evmix results

Downloads:

Reference manual: evmix.pdf
Package source: evmix_2.1.tar.gz
Windows binaries: r-devel: evmix_2.1.zip, r-release: evmix_2.1.zip, r-oldrel: evmix_2.1.zip
OS X Snow Leopard binaries: r-release: evmix_2.1.tgz, r-oldrel: evmix_2.1.tgz
OS X Mavericks binaries: r-release: not available
Old sources: evmix archive