swMATH12325CRANtexmexMaRDI QIDQ24254FDOQ24254
Statistical Modelling of Extreme Values
Harry Southworth, Paul D. Metcalfe, Janet E. Heffernan
Last update: 4 December 2020
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 2.4.8
Official website: http://cran.r-project.org/web/packages/texmex/index.html
Source code repository: https://github.com/cran/texmex
Cited In (35)
- EVIM
- MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions
- lmom
- POT
- evir
- gPdtest
- ismev
- evd
- SpatialExtremes
- evdbayes
- fExtremes
- TestEVC1d
- lmomco
- MCMC4Extremes
- nsRFA
- smoothtail
- spd
- \(k\)-means clustering of extremes
- eva
- extRemes
- evgam
- skmeans
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate
- evmix
- tailDepFun
- Mamba
- maxlinearCRPS
- A software review for extreme value analysis
- extremefit
- A double generalized Pareto distribution
- ABCExtremes
- eventstudies
- mobirep
- Semiparametric bivariate modelling with flexible extremal dependence
- Extended generalised Pareto models for tail estimation
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