evd

MaRDI QIDQ24198swMATHCRANFDO

Authors Alec Stephenson

Last update 21 September 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 2.3-6.1, PACKAGES.rds, 1.0-0, 1.1-0, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 2.0-0, 2.0-1, 2.1-0, 2.1-1, 2.1-2, 2.1-3, 2.1-4, 2.1-5, 2.1-6, 2.1-7, 2.2-0, 2.2-1, 2.2-2, 2.2-3, 2.2-4, 2.2-5, 2.2-6, 2.2-7, 2.3-0, 2.3-2, 2.3-3, 2.3-4, 2.3-5, 2.3-6, 2.3-7, 2.3-7.1

Official website http://cran.r-project.org/web/packages/evd/index.html

Source code repository https://github.com/cran/evd

Description

Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.

Cited in

(only showing first 100 items - show all)

• IDF
• cape
• ddst
• criticality
• SpatialGEV
• DEEVD
• extremeIndex
• INQC
• A nonparametric method for producing isolines of bivariate exceedance probabilities
• EVIM
• lookout
• mvPot
• ExtremeRisks
• climwin
• rSHAPE
• lmboot
• ROptEstOld
• RobExtremes
• evtclass
• flood
• metafuse
• HydroPortailStats
• Compound unimodal distributions for insurance losses
• Detecting distributional changes in samples of independent block maxima using probability weighted moments
• mathStatica
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
• POT
• lmom
• homtest
• VaR
• A horse race between the block maxima method and the peak-over-threshold approach
• Four-decision tests for stochastic dominance, with an application to environmental psychophysics
• RMetrics
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• evir
• New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
• Semiparametric bivariate modelling with flexible extremal dependence
• The tail dependograph
• ismev
• Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale
• RTDE
• SMPracticals
• SpatialExtremes
• texmex
• TestEVC1d
• evdbayes
• fExtremes
• lmomco
• truncdist
• qrmtools
• rtdists
• futureheatwaves
• hkevp
• extremogram
• VaRES
• eva
• evmix
• ExtremalDep
• evt0
• ensembleMOS
• SimCorMultRes
• GJRM
• neldermead
• extRemes
• CompLognormal
• ReIns
• insuranceData
• RecordLinkage
• qrmdata
• TDAstats
• evgam
• Nonparametric estimation of multivariate extreme-value copulas
• CRPS M-estimation for max-stable models
• Leave-One-Out Kernel Density Estimates for Outlier Detection
• Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
• scientific article; zbMATH DE number 7578286 (Why is no real title available?)
• Value-at-risk forecasts under scrutiny—the German experience
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
• extremefit
• scientific article; zbMATH DE number 7660128 (Why is no real title available?)
• A Simple and Effective Inequality Measure
• ptsuite
• lax
• RobExtremes
• RWsearch
• extremeStat
• tea
• egpd4gamlss
• extremis
• weird
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions
• intamap
• Renext
• extremeStat
• deepspat
• RtsEva
• FitVerse
• DSGEr
• ExtremeCI
• simulateDCE

This page was built for software: evd