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eva: Extreme Value Analysis with Goodness-of-Fit Testing

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. Bader, B., Yan, J. & Zhang, X. (2016) <doi:10.1007/s11222-016-9697-3>. Bader, B., Yan, J. & Zhang, X. (2018) <doi:10.1214/17-AOAS1092>.

Version: 0.2.6
Depends: R (≥ 2.10.0)
Imports: Matrix, parallel, stats, graphics, utils, EnvStats
Suggests: rmarkdown, knitr, SpatialExtremes
Published: 2020-11-15
DOI: 10.32614/CRAN.package.eva
Author: Brian Bader [aut, cre], Jun Yan [ctb]
Maintainer: Brian Bader <bbader.stat at gmail.com>
BugReports: https://github.com/brianbader/eva_package/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/brianbader/eva_package
NeedsCompilation: no
Citation: eva citation info
Materials: NEWS
In views: ExtremeValue
CRAN checks: eva results

Documentation:

Reference manual: eva.pdf
Vignettes: Introduction to 'eva' and its capabilities

Downloads:

Package source: eva_0.2.6.tar.gz
Windows binaries: r-devel: eva_0.2.6.zip, r-release: eva_0.2.6.zip, r-oldrel: eva_0.2.6.zip
macOS binaries: r-release (arm64): eva_0.2.6.tgz, r-oldrel (arm64): eva_0.2.6.tgz, r-release (x86_64): eva_0.2.6.tgz, r-oldrel (x86_64): eva_0.2.6.tgz
Old sources: eva archive

Reverse dependencies:

Reverse imports: waddR
Reverse suggests: lax

Linking:

Please use the canonical form https://CRAN.R-project.org/package=eva to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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