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) |
| URL: | http://www.ral.ucar.edu/~ericg/softextreme.php |
| NeedsCompilation: | no |
| In views: | Environmetrics, Finance |
| CRAN checks: | ismev results |
| Package source: | ismev_1.39.tar.gz |
| MacOS X binary: | ismev_1.39.tgz |
| Windows binary: | ismev_1.39.zip |
| Reference manual: | ismev.pdf |
| Old sources: | ismev archive |
| Reverse depends: | extRemes |
| Reverse suggests: | Renext |