extRemes: Extreme value toolkit

Uses Stuart Coles' (Coles, Stewart, "An introduction to statistical modeling of extreme values", Springer-Verlag, London 2001) S-plus functions as ported to the R programming language (ismev) by Alec Stephenson (http://www.maths.lancs.ac.uk/~stephena/). This toolkit provides a Graphical User Interface (GUI) to ismev for pedagogical purposes.

Version: 1.64
Depends: R (≥ 2.10.0), tcltk, ismev (≥ 1.33), Lmoments
Published: 2011-12-19
Author: Eric Gilleland, Rick Katz, Greg Young
Maintainer: Eric Gilleland <ericg at ucar.edu>
License: GPL (≥ 2)
URL: http://www.assessment.ucar.edu/toolkit/
Citation: extRemes citation info
In views: Environmetrics, Finance
CRAN checks: extRemes results

Downloads:

Package source: extRemes_1.64.tar.gz
MacOS X binary: extRemes_1.64.tgz
Windows binary: extRemes_1.64.zip
Reference manual: extRemes.pdf
Old sources: extRemes archive