An Introduction to Statistical Modeling of Extreme Values
Smooth Parameter Estimation and Bootstrapping of Generalized Pareto Di...
Diagnostic Plots for GEV Models
Maximum-likelihood Fitting of the GEV Distribution
Profile Log-likelihoods for Stationary GEV Models
Diagnostic Plots for GPD Models
Maximum-likelihood Fitting for the GPD Model
Fitting the GPD Model Over a Range of Thresholds
Profile Log-likelihoods for Stationary GPD Models
Diagnostic Plots for Gumbel Models
Maximum-likelihood Fitting of the Gumbel Distribution
Internal Functions
ismev -- an Introduction to Statistical Modeling of Extreme Values
Mean Residual Life Plot
Diagnostic Plots for Point Process Models
Maximum-likelihood Fitting for the Point Process Model
Fitting the Point Process Model Over a Range of Thresholds
Diagnostic Plots for Order Statistics Models
Maximum-likelihood Fitting of Order Statistics Model
Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.