Extreme Values in R
Extreme Value Mixture Modelling, Threshold Estimation and Boundary Cor...
Multivariate Extremes: Bayesian Estimation of the Spectral Measure
Tools for Analyzing Climate Extremes
Generalised Joint Regression Modelling
Rmetrics - Bivariate Dependence Structures with Copulae
Fitting Tails by the Empirical Residual Coefficient of Variation
Extreme Value Analysis with Goodness-of-Fit Testing
Functions for Extreme Value Distributions
Generalised Additive Extreme Value Models
Extremal Dependence Models
Estimation of Extreme Conditional Quantiles and Probabilities
Extreme Risk Measures
Extreme Value Analysis
Extreme Value Statistics and Quantile Estimation
Statistics of Extremes
Rmetrics - Modelling Extreme Events in Finance
Statistical Methodology for Graphical Extreme Value Models
Into the extRemes Package
An Introduction to Statistical Modeling of Extreme Values
L-Moments
Regional Frequency Analysis using L-Moments
Posterior Distribution of Extreme Value Models in R
Modelling and Validation of Non Homogeneous Poisson Processes
Miscellaneous Utilities for Extreme Value Analysis
Generalized Pareto Distribution and Peaks Over Threshold
Statistical Modelling of Extreme Values
Functions from "Reinsurance: Actuarial and Statistical Aspects"
Renewal Method for Extreme Values Extrapolation
Vector Generalized Linear and Additive Models
Modelling Spatial Extremes
Minimum Distance Estimation of Tail Dependence Models
Provides R-Language Code to Examine Quantitative Risk Management Conce...
Robust Tail Dependence Estimation
Simulate from Arbitrary Copulae
Inference Tools in Time Series Based on Record Statistics
L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Man...
Modelling of Extreme Values
Threshold Selection and Uncertainty for Extreme Value Analysis
Multivariate Dependence with Copulas
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis