Package: extRemes
Version: 2.1-3
Date: 2022-11-07
Title: Extreme Value Analysis
Author: Eric Gilleland
Maintainer: Eric Gilleland <ericg@ucar.edu>
Depends: R (>= 2.10.0), Lmoments, distillery (>= 1.0-4)
Imports: graphics, stats, methods
Suggests: fields
Description: General functions for performing extreme value analysis.  In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes.  Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping.  Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included.  For a tutorial, see Gilleland and Katz (2016) <doi: 10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi: 10.1175/JTECH-D-20-0070.1>.
License: GPL (>= 2)
URL: https://staff.ral.ucar.edu/ericg/extRemes/
NeedsCompilation: yes
Packaged: 2022-11-07 20:08:15 UTC; gille
Repository: CRAN
Date/Publication: 2022-11-18 22:00:02 UTC
Built: R 4.2.0; ; 2022-11-19 13:15:14 UTC; unix
