articleJournal of Statistical SoftwareJan 1, 2016JADIAMOND OA

extRemes 2.0: An Extreme Value Analysis Package in R

NSF National Center for Atmospheric Research

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Abstract

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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Authors

2

Topics & keywords

Keywords
  • Bivariate analysis
  • Univariate
  • Extreme value theory
  • R package
  • Computer science
  • Covariate
  • Focus (optics)
  • Econometrics
UN Sustainable Development Goals
  • Climate action
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