• 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 ... step-by-step guideline for extreme value analysis in the MATLAB environment with several examples...
  • StFinMetrics

  • Referenced in 34 articles [sw29976]
  • asset returns; rolling analysis and change-point 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 non-stationary extreme value analysis using various exceedance probability methods...
  • eva

  • Referenced in 2 articles [sw17853]
  • package eva: Extreme Value Analysis with Goodness-of-Fit Testing. Goodness-of-fit 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 two-step feature selection protocol. During cross-validation 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 E-values for the relevant outcome types. Outcome types include risk ... annals.org/aim/article/2643434>] for details.) For a meta-analysis, use the function confounded_meta to compute ... studies with true causal effect sizes more extreme than a specified threshold of scientific importance ... visualizing these meta-analysis 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...