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: | 1.3 |
| Depends: | R (≥ 1.5.0) |
| Date: | 2006-03-10 |
| Author: | Original S functions by Stuart Coles, R port and R documentation files by Alec Stephenson. |
| Maintainer: | Eric Gilleland <ericg at ucar.edu> |
| License: | GPL (≥ 2) |
| URL: | http://www.maths.lancs.ac.uk/~stephena/ |
| In views: | Environmetrics, Finance |
| CRAN checks: | ismev results |
Downloads:
| Package source: | ismev_1.3.tar.gz |
| MacOS X binary: | ismev_1.3.tgz |
| Windows binary: | ismev_1.3.zip |
| Reference manual: | ismev.pdf |
| Old sources: | ismev archive |