Package 'eva'
| Title: |
Extreme Value Analysis with Goodness-of-Fit Testing |
| Description: |
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] |
| Maintainer: |
Brian Bader <[email protected]> |
| License: |
GPL (>= 2) |
| Version: |
0.2.6 |
| Built: |
2024-11-10 05:33:18 UTC |
| Source: |
https://github.com/brianbader/eva_package |
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