evd

swMATH12267CRANevdMaRDI QIDQ24198FDOQ24198

Functions for Extreme Value Distributions

Author name not available (Why is that?)

Last update: 4 July 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.3-6.1

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

Cited In (61)

• Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale
• weird
• SNSeg
• Title not available (Why is that?)
• Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
• New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
• Four-decision tests for stochastic dominance, with an application to environmental psychophysics
• Value-at-risk forecasts under scrutiny—the German experience
• Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches
• A Simple and Effective Inequality Measure
• mvPot
• Compound unimodal distributions for insurance losses
• Vector generalized linear and additive extreme value models
• Leave-One-Out Kernel Density Estimates for Outlier Detection
• A maximum entropy approach to loss distribution analysis
• Title not available (Why is that?)
• ROptEstOld
• rtdists
• truncdist
• ddst
• tsxtreme
• ExtremalDep
• evt0
• ensembleMOS
• SimCorMultRes
• GJRM
• condmixt
• ROlogit
• RecordLinkage
• A software review for extreme value analysis
• Detecting distributional changes in samples of independent block maxima using probability weighted moments
• CRPS M-estimation for max-stable models
• intamap
• extremeStat
• Renext
• A nonparametric method for producing isolines of bivariate exceedance probabilities
• The tail dependograph
• extremis
• Nonparametric estimation of multivariate extreme-value copulas
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions
• IDF
• cape
• A horse race between the block maxima method and the peak-over-threshold approach
• criticality
• SpatialGEV
• DEEVD
• extremeIndex
• Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes
• INQC
• ExtremeRisks
• climwin
• lmboot
• rSHAPE
• RobExtremes
• evtclass
• Semiparametric bivariate modelling with flexible extremal dependence
• flood
• metafuse
• HydroPortailStats
• lookout
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data

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