evmissing (Q7380596)
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Extreme Value Analyses with Missing Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | evmissing |
Extreme Value Analyses with Missing Data |
Statements
Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2026) <doi:10.1002/env.70075>. A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.
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16 February 2026
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Emma S. Simpson
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