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 peaks-over-threshold approach. 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.

Version: 0.1.3
Depends: R (≥ 2.10.0)
Imports: parallel, stats, graphics
Suggests: knitr, ggplot2
Published: 2016-02-21
Author: Brian Bader [aut, cre], Jun Yan [ctb]
Maintainer: Brian Bader <brianbader at mail.com>
BugReports: https://github.com/geekman1/eva_package/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/geekman1/eva_package
NeedsCompilation: no
Citation: eva citation info
CRAN checks: eva results


Reference manual: eva.pdf
Vignettes: Introduction to 'eva' and its capabilities
Package source: eva_0.1.3.tar.gz
Windows binaries: r-devel: eva_0.1.3.zip, r-release: eva_0.1.3.zip, r-oldrel: eva_0.1.3.zip
OS X Snow Leopard binaries: r-release: eva_0.1.3.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: eva_0.1.3.tgz
Old sources: eva archive