Package: eva 0.2.6

eva: Extreme Value Analysis with Goodness-of-Fit Testing

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.

Authors:Brian Bader [aut, cre], Jun Yan [ctb]

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eva.pdf |eva.html
eva/json (API)

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

Peer review:

Bug tracker:https://github.com/geekman1/eva_package/issues

Datasets:

    On CRAN:

    5.51 score 2 stars 1 packages 54 scripts 448 downloads 1 mentions 29 exports 30 dependencies

    Last updated 5 years agofrom:d836716fa7. Checks:OK: 1 WARNING: 6. Indexed: yes.

    TargetResultDate
    Doc / VignettesOKOct 11 2024
    R-4.5-winWARNINGOct 11 2024
    R-4.5-linuxWARNINGOct 11 2024
    R-4.4-winWARNINGOct 11 2024
    R-4.4-macWARNINGOct 11 2024
    R-4.3-winWARNINGOct 11 2024
    R-4.3-macWARNINGOct 11 2024

    Exports:dgevrdgpdgevrDiaggevrEdgevrFitgevrMultScoregevrPbScoregevrProfShapegevrRlgevrSeqTestsgpdAdgpdCvmgpdDiaggpdFitgpdImAsymgpdImPbgpdMultScoregpdPbScoregpdProfShapegpdRlgpdSeqTestsmrlPlotpgevpgpdpSeqStopqgevqgpdrgevrrgpd

    Dependencies:clicolorspaceEnvStatsfansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmenortestpillarpkgconfigR6RColorBrewerrlangscalestibbleutf8vctrsviridisLitewithr

    Introduction to 'eva' and its capabilities

    Rendered fromintroduction.Rmdusingknitr::rmarkdownon Oct 11 2024.

    Last update: 2020-04-19
    Started: 2015-11-12