Package: extRemes
Version: 2.2
Date: 2024-11-26
Title: Extreme Value Analysis
Authors@R: person(given = "Eric",
           family = "Gilleland",
	   role = c("aut", "cre"),
	   email = "eric.gilleland@colostate.edu",
	   comment = c( ORCID = "0000-0002-8058-7643" ))
Author: Eric Gilleland [aut, cre] (<https://orcid.org/0000-0002-8058-7643>)
Maintainer: Eric Gilleland <eric.gilleland@colostate.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)
NeedsCompilation: yes
Packaged: 2024-11-28 23:06:53 UTC; gille
Repository: CRAN
Date/Publication: 2024-11-29 09:10:02 UTC
Built: R 4.5.0; ; 2025-01-21 13:48:32 UTC; unix
