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evir

swMATH ID: 10489
Software Authors: Bernhard Pfaff; A. McNeil; A. Stephenson
Description: R package evir: Extreme Values in R. 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.
Homepage: http://cran.r-project.org/web/packages/evir/index.html
Source Code: https://github.com/cran/evir
Dependencies: R
Related Software: R; ismev; fExtremes; QRM; texmex; evd; SpatialExtremes; POT; extRemes; evdbayes; lmom; copula; RMetrics; Matlab; evmix; copula; CRAN; ADGofTest; Interval; nleqslv
Cited in: 13 Publications

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