evir
swMATH ID: | 10489 |
Software Authors: | Pfaff, Bernhard; McNeil, A.; Stephenson, A. |
Description: | R package evir: Extreme Values in R. Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions. |
Homepage: | http://cran.r-project.org/web/packages/evir/index.html |
Source Code: | https://github.com/cran/evir |
Dependencies: | R |
Related Software: | R; ismev; texmex; fExtremes; QRM; extRemes; evd; SpatialExtremes; POT; copula; RMetrics; evdbayes; CRAN; evmix; copula; lmom; ercv; quantmod; RobExtremes; lmomco |
Cited in: | 15 Documents |
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top 5
Cited by 31 Authors
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top 5
Cited in 10 Serials
Cited in 3 Fields
13 | Statistics (62-XX) |
6 | Game theory, economics, finance, and other social and behavioral sciences (91-XX) |
3 | Probability theory and stochastic processes (60-XX) |