
WAFO
 Referenced in 24 articles
[sw07370]
 License (GPL) and contain tools for: Fatigue Analysis: Fatigue life prediction for random loads; Theoretical ... wave steepness, wave period distributions Statistics: Extreme value analysis; Kernel density estimation, Hidden markov models...

ftnonpar
 Referenced in 67 articles
[sw11128]
 Smooth functions and local extreme values. Computational Statistics and Data Analysis (to appear) D”umbgen...

RandomFields
 Referenced in 56 articles
[sw08188]
 Simulation and Analysis of Random Fields. Simulation of Gaussian and extreme value random fields; conditional...

extRemes
 Referenced in 9 articles
[sw23856]
 package extRemes: An Extreme Value Analysis Package in R. This article describes the extreme value...

EVIM
 Referenced in 10 articles
[sw00255]
 EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... studies can answer is what are the extreme movements that can be expected in financial ... questions within the framework of the extreme value theory. This paper provides ... stepbystep guideline for extreme value analysis in the MATLAB environment with several examples...

StFinMetrics
 Referenced in 34 articles
[sw29976]
 asset returns; rolling analysis and changepoint detection; modelling extreme values and risk measures...

RMetrics
 Referenced in 30 articles
[sw09991]
 Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping ... Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization...

evdbayes
 Referenced in 3 articles
[sw13978]
 package evdbayes: Bayesian Analysis in Extreme Value Theory. Provides functions for the bayesian analysis...

evir
 Referenced in 17 articles
[sw10489]
 extreme value theory, which may be divided into the following groups; exploratory data analysis, block...

NEVA
 Referenced in 1 article
[sw33948]
 Nonstationary Extreme Value Analysis (NEVA) Software Package, Version 2.0. The Nonstationary Extreme Value Analysis (NEVA ... package has been developed to facilitate extreme value analysis under both stationary and nonstationary assumptions ... Bayesian approach, NEVA estimates the extreme value parameters with a Differential Evolution Markov Chain ... presents the results of nonstationary extreme value analysis using various exceedance probability methods...

eva
 Referenced in 2 articles
[sw17853]
 package eva: Extreme Value Analysis with GoodnessofFit Testing. Goodnessoffit tests...

TestEVC1d
 Referenced in 1 article
[sw13977]
 Software for Extreme Value Analysis (EVA): Testing the extreme value conditions. Calculate the maximum likelihood...

thresholdmodeling
 Referenced in 1 article
[sw32837]
 those who wish to conduct an extreme values analysis. It provides the whole toolkit necessary...

COPRIN
 Referenced in 14 articles
[sw04826]
 interval analysis to solve various problems such as finding the extremal real roots ... approximation of the set of parameters values such that all the polynomials have their root...

revdbayes
 Referenced in 0 articles
[sw17804]
 Bayesian Extreme Value Analysis. Provides functions for the Bayesian analysis of extreme value models...

cooccur
 Referenced in 2 articles
[sw33255]
 analysis returns the probabilities that a more extreme (either low or high) value...

SmartTail
 Referenced in 1 article
[sw16442]
 SmartTail uses Extreme Value Statistics as a powerful tool for the analysis of tails...

iGHBP
 Referenced in 2 articles
[sw37444]
 given protein sequence, we trained an extremely randomised tree with an optimal feature set that ... index values by applying a twostep feature selection protocol. During crossvalidation analysis, iGHBP ... which was 7% higher than the control extremely randomised tree predictor trained with all features...

EValue
 Referenced in 3 articles
[sw34331]
 evalues.XX() functions to compute Evalues for the relevant outcome types. Outcome types include risk ... annals.org/aim/article/2643434>] for details.) For a metaanalysis, use the function confounded_meta to compute ... studies with true causal effect sizes more extreme than a specified threshold of scientific importance ... visualizing these metaanalysis metrics across a range of bias values. (See Mathur & VanderWeele...

lmomco
 Referenced in 5 articles
[sw14732]
 useful in reliability, lifetime, and survival analysis. Exact analytical bootstrap estimates of order statistics ... Generalized (Gen.) Exp. Poisson [L], Gen. Extreme Value [L], Gen. Lambda [L,TL], Gen. Logistic...