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

509 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

Keywords

Extreme value analysis
R

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10.18637/jss.v072.i08

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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.\}",

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AU - Katz, Richard W.

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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

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DO - 10.18637/jss.v072.i08

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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

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