Extreme Value Analysis - CRAN Task View

evir

Extreme Values in R

Version 1.7-4

evmix

Extreme Value Mixture Modelling, Threshold Estimation and Boundary Cor...

Version 2.12

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Version 1.0.5

climextRemes

Tools for Analyzing Climate Extremes

Version 0.3.1

fCopulae

Rmetrics - Bivariate Dependence Structures with Copulae

Version 4022.85

ercv

Fitting Tails by the Empirical Residual Coefficient of Variation

Version 1.0.1

eva

Extreme Value Analysis with Goodness-of-Fit Testing

Version 0.2.6

evgam

Generalised Additive Extreme Value Models

Version 1.0.0

extremefit

Estimation of Extreme Conditional Quantiles and Probabilities

Version 1.0.2

ExtremeRisks

Extreme Risk Measures

Version 0.0.4

extremeStat

Extreme Value Statistics and Quantile Estimation

Version 1.5.9

extremis

Statistics of Extremes

Version 1.2.1

fExtremes

Rmetrics - Modelling Extreme Events in Finance

Version 4032.84

in2extRemes

Into the extRemes Package

Version 1.0-3

ismev

An Introduction to Statistical Modeling of Extreme Values

Version 1.42

MCMC4Extremes

Posterior Distribution of Extreme Value Models in R

Version 1.1

NHPoisson

Modelling and Validation of Non Homogeneous Poisson Processes

Version 3.3

nieve

Miscellaneous Utilities for Extreme Value Analysis

Version 0.1.3

ReIns

Functions from "Reinsurance: Actuarial and Statistical Aspects"

Version 1.0.15

texmex

Statistical Modelling of Extreme Values

Version 2.4.9

Renext

Renewal Method for Extreme Values Extrapolation

Version 3.1-4

VGAM

Vector Generalized Linear and Additive Models

Version 1.1-12

SpatialExtremes

Modelling Spatial Extremes

Version 2.1-0

tailDepFun

Minimum Distance Estimation of Tail Dependence Models

Version 1.0.1

QRM

Provides R-Language Code to Examine Quantitative Risk Management Conce...

Version 0.4-31

SimCop

Simulate from Arbitrary Copulae

Version 0.7.0

evd

Functions for Extreme Value Distributions

Version 2.3-7.1

RecordTest

Inference Tools in Time Series Based on Record Statistics

Version 2.2.0

lmomco

L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Man...

Version 2.5.1

lmom

L-Moments

Version 3.2

lmomRFA

Regional Frequency Analysis using L-Moments

Version 3.8

mev

Modelling of Extreme Values

Version 1.17

threshr

Threshold Selection and Uncertainty for Extreme Value Analysis

Version 1.0.6

copula

Multivariate Dependence with Copulas

Version 1.1-4

RTDE

Robust Tail Dependence Estimation

Version 0.2-2

revdbayes

Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Version 1.5.5

POT

Generalized Pareto Distribution and Peaks Over Threshold

Version 1.1-11

graphicalExtremes

Statistical Methodology for Graphical Extreme Value Models

Version 0.3.3

GJRM

Generalised Joint Regression Modelling

Version 0.2-6.7

extRemes

Extreme Value Analysis

Version 2.2

ExtremalDep

Extremal Dependence Models

Version 0.0.4-4