R Package evir

Description

This package does contain 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.

For more information and references see the package’s documentation and the file README (contained in the package).

The evir package is an R port of Alexander McNeil’s S library EVIS. The file RCHANGES documents the main changes from the S version. The package has been orphaned by the formerly maintainer Alec Stephenson as of 12th July 2008 and is maintained since 21st March 2011 by me.

Documentation

The current documentation can be downloaded as a pdf-file.

Download

The package is hosted on CRAN and development versions can be installed from R-Forge or from GitHub. The CRAN release of the package can also be downloaded from this site in its source or binary form.