4.6 Article

extRemes 2.0: An Extreme Value Analysis Package in R

Journal

JOURNAL OF STATISTICAL SOFTWARE
Volume 72, Issue 8, Pages 1-39

Publisher

JOURNAL STATISTICAL SOFTWARE
DOI: 10.18637/jss.v072.i08

Keywords

extreme value analysis; R

Funding

  1. Weather and Climate Impact Assessment Science Program
  2. 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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