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.
| Version: | 1.5 |
| Depends: | stats |
| Date: | 2007-04-28 |
| Author: | S original (EVIS) by Alexander McNeil, R port by Alec Stephenson. |
| Maintainer: | Alec Stephenson <alec_stephenson at hotmail.com> |
| License: | GPL (Version 2 or above) |
| URL: | http://www.maths.lancs.ac.uk/~stephena/ |
| In views: | Environmetrics, Finance |
| CRAN checks: | evir results |
Downloads:
| Package source: | evir_1.5.tar.gz |
| MacOS X binary: | evir_1.5.tgz |
| Windows binary: | evir_1.5.zip |
| Reference manual: | evir.pdf |
| Old sources: | evir archive |