Package: evir 1.7-4

evir: Extreme Values in R

Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.

Authors:Bernhard Pfaff [aut, cre], Alexander McNeil [aut], Alec Stephenson [trl]

evir_1.7-4.tar.gz
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evir_1.7-4.tgz(r-4.4-any)evir_1.7-4.tgz(r-4.3-any)
evir_1.7-4.tar.gz(r-4.5-noble)evir_1.7-4.tar.gz(r-4.4-noble)
evir_1.7-4.tgz(r-4.4-emscripten)evir_1.7-4.tgz(r-4.3-emscripten)
evir.pdf |evir.html
evir/json (API)

# Install 'evir' in R:
install.packages('evir', repos = c('https://bpfaff.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/bpfaff/evir/issues

Datasets:
  • bmw - Daily Log Returns on BMW Share Price
  • danish - Danish Fire Insurance Claims
  • nidd.annual - The River Nidd Data
  • nidd.thresh - The River Nidd Data
  • siemens - Daily Log Returns on Siemens Share Price
  • sp.raw - SP Data to June 1993
  • spto87 - SP Return Data to October 1987

On CRAN:

5.75 score 2 stars 6 packages 178 scripts 1.8k downloads 33 exports 0 dependencies

Last updated 8 years agofrom:98abc911db. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-winOKNov 01 2024
R-4.5-linuxOKNov 01 2024
R-4.4-winOKNov 01 2024
R-4.4-macOKNov 01 2024
R-4.3-winOKNov 01 2024
R-4.3-macOKNov 01 2024

Exports:declusterdgevdgpdemplotexindexfindthreshgevgpdgpd.qgpd.sfallgpdbivgumbelhillinterpret.gpdbivmeplotpgevpgpdplot.gevplot.gpdplot.gpdbivplot.potdpotqgevqgpdqplotquantrecordsrgevrgpdriskmeasuresrlevel.gevshapetailplot

Dependencies: