eva: Extreme Value Analysis with Goodness-of-Fit Testing

Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD.

Version: 0.2.4
Depends: R (≥ 2.10.0)
Imports: Matrix, parallel, stats, graphics, utils, EnvStats
Suggests: knitr, SpatialExtremes
Published: 2016-09-20
Author: Brian Bader [aut, cre], Jun Yan [ctb]
Maintainer: Brian Bader <brianbader at mail.com>
BugReports: https://github.com/geekman1/eva_package/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/geekman1/eva_package
NeedsCompilation: no
Citation: eva citation info
CRAN checks: eva results

Downloads:

Reference manual: eva.pdf
Vignettes: Introduction to 'eva' and its capabilities
Package source: eva_0.2.4.tar.gz
Windows binaries: r-devel: eva_0.2.4.zip, r-release: eva_0.2.4.zip, r-oldrel: eva_0.2.4.zip
OS X El Capitan binaries: r-release: eva_0.2.4.tgz
OS X Mavericks binaries: r-oldrel: eva_0.2.4.tgz
Old sources: eva archive

Reverse dependencies:

Reverse depends: tea

Linking:

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