• eva

  • Referenced in 2 articles [sw17853]
  • threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions ... estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing ... control. Non-stationary fitting of GEVr and GPD...
  • gPdtest

  • Referenced in 9 articles [sw11193]
  • test for the generalized Pareto distribution by Villasenor-Alva and Gonzalez-Estrada (2009). The null ... hypothesis includes heavy and non-heavy tailed gPd’s. A function for fitting...
  • MCMC4Extremes

  • Referenced in 0 articles [sw15854]
  • some distribution, with emphasis to extreme value distributions. It contains some extreme datasets, and functions ... posterior points of the GPD and GEV distribution. The package calculate some important extreme measures...
  • smoothtail

  • Referenced in 2 articles [sw15864]
  • order statistics by quantiles of a distribution function based on a log–concave density ... justified by the fact that the GPD density is log–concave for gamma...
  • R

  • Referenced in 8180 articles [sw00771]
  • R is a language and environment for statistical...
  • robust

  • Referenced in 13 articles [sw04535]
  • R package robust: Insightful Robust Library , A package...
  • SciPy

  • Referenced in 476 articles [sw06293]
  • SciPy (pronounced ”Sigh Pie”) is open-source software...
  • robustbase

  • Referenced in 396 articles [sw07114]
  • R package robustbase: Basic Robust Statistics. ”Essential” Robust...
  • POT

  • Referenced in 12 articles [sw08205]
  • R package POT: Generalized Pareto Distribution and Peaks...
  • ismev

  • Referenced in 359 articles [sw11209]
  • R package ismev: An Introduction to Statistical Modeling...
  • QRM

  • Referenced in 625 articles [sw11358]
  • R package QRM: Provides R-language Code to...
  • evd

  • Referenced in 22 articles [sw12267]
  • R package evd: Functions for extreme value distributions...
  • texmex

  • Referenced in 8 articles [sw12325]
  • R package texmex: Statistical modelling of extreme values...
  • Python

  • Referenced in 1319 articles [sw14460]
  • Python is a widely used high-level, general...
  • pandas

  • Referenced in 33 articles [sw16121]
  • pandas: a Foundational Python Library for Data Analysis...
  • extRemes

  • Referenced in 8 articles [sw23856]
  • R package extRemes: An Extreme Value Analysis Package...