
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. Pvalue adjustments for sequential, multiple testing ... control. Nonstationary fitting of GEVr and GPD...

gPdtest
 Referenced in 9 articles
[sw11193]
 test for the generalized Pareto distribution by VillasenorAlva and GonzalezEstrada (2009). The null ... hypothesis includes heavy and nonheavy 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 opensource 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 Rlanguage 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 highlevel, 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...