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 ucar.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | http://www.ral.ucar.edu/~ericg/softextreme.php |
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: ismev_1.39.zip, r-release: ismev_1.39.zip, r-oldrel: ismev_1.39.zip |
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 depends: | mGSZ |
Reverse suggests: | Renext |