Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD. Bader, B., Yan, J. & Zhang, X. (2016) <doi:10.1007/s11222-016-9697-3>. Bader, B., Yan, J. & Zhang, X. (2018) <doi:10.1214/17-AOAS1092>.
Version: | 0.2.6 |
Depends: | R (≥ 2.10.0) |
Imports: | Matrix, parallel, stats, graphics, utils, EnvStats |
Suggests: | rmarkdown, knitr, SpatialExtremes |
Published: | 2020-11-15 |
DOI: | 10.32614/CRAN.package.eva |
Author: | Brian Bader [aut, cre], Jun Yan [ctb] |
Maintainer: | Brian Bader <bbader.stat at gmail.com> |
BugReports: | https://github.com/brianbader/eva_package/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/brianbader/eva_package |
NeedsCompilation: | no |
Citation: | eva citation info |
Materials: | NEWS |
In views: | ExtremeValue |
CRAN checks: | eva results |
Reference manual: | eva.pdf |
Vignettes: |
Introduction to 'eva' and its capabilities |
Package source: | eva_0.2.6.tar.gz |
Windows binaries: | r-devel: eva_0.2.6.zip, r-release: eva_0.2.6.zip, r-oldrel: eva_0.2.6.zip |
macOS binaries: | r-release (arm64): eva_0.2.6.tgz, r-oldrel (arm64): eva_0.2.6.tgz, r-release (x86_64): eva_0.2.6.tgz, r-oldrel (x86_64): eva_0.2.6.tgz |
Old sources: | eva archive |
Reverse imports: | waddR |
Reverse suggests: | lax |
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