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 |