ismev: An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in ‘An Introduction to Statistical Modeling of Extreme Values’ by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Version: 1.39
Depends: R (≥ 2.10.0), mgcv
Published: 2012-11-13
Author: Original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson.
Maintainer: Eric Gilleland <ericg at ucar.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.ral.ucar.edu/~ericg/softextreme.php
NeedsCompilation: no
In views: Environmetrics, Finance
CRAN checks: ismev results

Downloads:

Reference manual: ismev.pdf
Package source: ismev_1.39.tar.gz
OS X binary: ismev_1.39.tgz
Windows binary: ismev_1.39.zip
Old sources: ismev archive

Reverse dependencies:

Reverse depends: mGSZ
Reverse suggests: Renext