Journal
JOURNAL OF STATISTICAL SOFTWARE
Volume 72, Issue 8, Pages 1-39Publisher
JOURNAL STATISTICAL SOFTWARE
DOI: 10.18637/jss.v072.i08
Keywords
extreme value analysis; R
Funding
- Weather and Climate Impact Assessment Science Program
- National Science Foundation
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This article describes the extreme value analysis (EVA) R package extRemes version 2.0, which is completely redesigned from previous versions. The functions primarily provide utilities for implementing univariate EVA, with a focus on weather and climate applications, including the incorporation of covariates, as well as some functionality for assessing bivariate tail dependence.
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