extRemes2.0: An Extreme Value Analysis Package inR | Zendy

Eric Gilleland | Zendy; Richard W. Katz | Zendy

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extRemes2.0: An Extreme Value Analysis Package inR

Author(s) -

Eric Gilleland,

Richard W. Katz

Publication year - 2016

Publication title -

journal of statistical software

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 7.636

H-Index - 145

ISSN - 1548-7660

DOI - 10.18637/jss.v072.i08

Subject(s) - bivariate analysis , univariate , extreme value theory , r package , computer science , covariate , focus (optics) , econometrics , value (mathematics) , statistics , mathematics , multivariate statistics , computational science , machine learning , physics , optics

This article describes the extreme value analysis (EVA) R package extRemes version 2.0, which is completely redesigned from previous versions. The functions primarily provide utilities for implementing univariate EVA, with a focus on weather and climate applications, including the incorporation of covariates, as well as some functionality for assessing bivariate tail dependence.

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