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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