ExtRemes 2.0: An extreme value analysis package in R

Eric Gilleland; Richard W. Katz

doi:10.18637/jss.v072.i08

ExtRemes 2.0: An extreme value analysis package in R

Eric Gilleland
, Richard W. Katz

National Center for Atmospheric Research

Research output: Contribution to journal › Article › peer-review

463 Scopus citations

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.

Original language	English
Journal	Journal of Statistical Software
Volume	72
DOIs	https://doi.org/10.18637/jss.v072.i08
State	Published - Jan 1 2016
Externally published	Yes

Keywords

Extreme value analysis
R

Access to Document

10.18637/jss.v072.i08

Cite this

@article{4a1ac3c9817a41e1ba3ffbcdd83325ce,

title = "ExtRemes 2.0: An extreme value analysis package in R",

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.",

keywords = "Extreme value analysis, R",

author = "Eric Gilleland and Katz, \{Richard W.\}",

year = "2016",

month = jan,

day = "1",

doi = "10.18637/jss.v072.i08",

language = "English",

volume = "72",

journal = "Journal of Statistical Software",

issn = "1548-7660",

publisher = "University of California at Los Angeles",

}

TY - JOUR

T1 - ExtRemes 2.0

T2 - An extreme value analysis package in R

AU - Gilleland, Eric

AU - Katz, Richard W.

PY - 2016/1/1

Y1 - 2016/1/1

N2 - 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.

AB - 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.

KW - Extreme value analysis

KW - R

UR - https://www.scopus.com/pages/publications/84986252738

U2 - 10.18637/jss.v072.i08

DO - 10.18637/jss.v072.i08

M3 - Article

AN - SCOPUS:84986252738

SN - 1548-7660

VL - 72

JO - Journal of Statistical Software

JF - Journal of Statistical Software

ER -

ExtRemes 2.0: An extreme value analysis package in R

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this