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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Environmetrics, Finance
CRAN checks: ismev results


Reference manual: ismev.pdf
Package source: ismev_1.39.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: ismev_1.39.tgz, r-oldrel: ismev_1.39.tgz
OS X Mavericks binaries: r-release: ismev_1.39.tgz
Old sources: ismev archive

Reverse dependencies:

Reverse depends: mGSZ
Reverse suggests: Renext