extrememix

MaRDI QIDQ7386771CRANFDO

Authors Manuele Leonelli

Last update 4 October 2024

Copyright license MIT license, File License

Software version identifier 0.0.1

Description

Fits extreme value mixture models, which are models for tails not requiring selection of a threshold, for continuous data. It includes functions for model comparison, estimation of quantity of interest in extreme value analysis and plotting. Reference: CN Behrens, HF Lopes, D Gamerman (2004) <doi:10.1191/1471082X04st075oa>. FF do Nascimento, D. Gamerman, HF Lopes <doi:10.1007/s11222-011-9270-z>.

Cites work

• A semiparametric Bayesian approach to extreme value estimation
• Bayesian analysis of extreme events with threshold estimation

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