extRemes

R package extRemes: An Extreme Value Analysis Package in R. 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


References in zbMATH (referenced in 14 articles , 1 standard article )

Showing results 1 to 14 of 14.
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  1. Dey, Asim K.; Das, Kumer P.: How do mobility restrictions and social distancing during COVID-19 affect oil price? (2022)
  2. e Silva, W. V. M.; do Nascimento, F. F.: MCMC4Extremes: an R package for Bayesian inference for extremes and its extensions (2022)
  3. Wahl, Jens Christian; Aanes, Fredrik Lohne; Aas, Kjersti; Froyn, Sindre; Piacek, Daniel: Spatial modelling of risk premiums for water damage insurance (2022)
  4. Chaisee, Kuntalee; Suphawan, Kamonrat: Extreme value analysis of (\textPM_10) concentration in Thailand (2021)
  5. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  6. Dey, Ashim Kumar; Das, Kumer Pial: Predicting federal funds rate using extreme value theory (2020)
  7. Dey, Asim Kumer; Edwards, Audrene; Das, Kumer Pial: Determinants of high crude oil price: a nonstationary extreme value approach (2020)
  8. Iago Pereira Lemos; Antônio Marcos Gonçalves Lima; Marcus Antônio Viana Duarte: thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution (2020) not zbMATH
  9. Bahraoui, Zuhair; Bahraoui, M. Amin: Extreme quantiles and tail index of a distribution based on kernel estimator (2019)
  10. Hu, Guannan; Bódai, Tamás; Lucarini, Valerio: Effects of stochastic parametrization on extreme value statistics (2019)
  11. Ferreira, A.; Huang, F.: Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud) (2018)
  12. Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot: extremefit: A Package for Extreme Quantiles (2018) not zbMATH
  13. Krakovsky, Yury; Luzgin, Aleksandr: Robust interval forecasting algorithm based on a probabilistic cluster model (2018)
  14. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH