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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; texmex; SpatialExtremes; QRM; evd; POT; extRemes; evdbayes; copula; RMetrics; lmom; evmix; copula; Matlab; CRAN; eventstudies; ABCExtremes; MCMC4Extremes
Cited in: 13 Publications

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