extRemes
2.2-1Extreme Value Analysis
Overview
General functions for performing extreme value analysis. In particular, allows for inclusion of covariates into the parameters of the extreme-value distributions, as well as estimation through MLE, L-moments, generalized (penalized) MLE (GMLE), as well as Bayes. Inference methods include parametric normal approximation, profile-likelihood, Bayes, and bootstrapping. Some bivariate functionality and dependence checking (e.g., auto-tail dependence function plot, extremal index estimation) is also included. For a tutorial, see Gilleland and Katz (2016) <doi: 10.18637/jss.v072.i08> and for bootstrapping, please see Gilleland (2020) <doi: 10.1175/JTECH-D-20-0070.1>.
Install
Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 98%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 74%
Downloads
Dependencies
Code & Tests
- Cyclomatic complexity
- 7.5 median / 267 max
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
154 0 exported
Complexity
15.8 avg / 267 max
Call network
154 nodes / 172 edges
Call graph
Open call graph →Lowest coverage
Per-function coverage is not measured for this package yet.
Datasets
| Name | Class | Rows × Cols | Also ships in |
|---|---|---|---|
| Denmint | data.frame | 18,564 × 5 | – |
| Denversp | data.frame | 31,247 × 4 | – |
| FCwx | data.frame | 36,524 × 8 | – |
| Flood | data.frame | 66 × 5 | – |
| Fort | data.frame | 36,524 × 6 | – |
| HEAT | data.frame | 43 × 3 | – |
| Ozone4H | data.frame | 513 × 5 | – |
| PORTw | data.frame | 68 × 9 | – |
| Peak | data.frame | 75 × 6 | – |
| Potomac | data.frame | 106 × 2 | – |
| Rsum | data.frame | 71 × 4 | – |
| SEPTsp | data.frame | 51 × 9 | – |
| SantaAna | data.frame | 3,902 × 11 | – |
| Tphap | data.frame | 2,666 × 5 | – |
| damage | data.frame | 144 × 3 | – |
| ftcanmax | data.frame | 100 × 2 | – |
People & History
43 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 2.2-1Latest
- RR 4.5.0 released · 2025-04-11
- 2.22024-11-29 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 2.1-42024-02-02 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.1-32022-11-18 · diff ↗
- 2.1-22022-05-04 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 2.1-12021-05-24 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 2.12020-11-24 · diff ↗
- 2.0-122020-05-03 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.0-112019-11-29 · diff ↗
Show 59 earlier events
- RR 3.6.0 released · 2019-04-26
- 2.0-102019-04-01 · diff ↗
- 2.0-92018-06-11 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 2.0-82016-08-30 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 2.0-72015-12-18 · diff ↗
- 2.0-62015-08-28 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 2.0-52015-01-22 · diff ↗
- 2.0-42014-12-19 · diff ↗
- 2.0-32014-08-26 · diff ↗
- 2.0-22014-08-18 · diff ↗
- 2.0-12014-06-03 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 2.0-02014-01-24 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 2.15.22012-10-22 · diff ↗
- 1.652012-10-06 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.642011-12-19 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.632011-07-23 · diff ↗
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 1.622010-04-25 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 1.612010-04-21 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 1.602009-05-14 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 1.592009-01-27 · diff ↗
- 1.582008-12-18 · diff ↗
- RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 1.572008-01-07 · diff ↗
- 1.562007-12-06 · diff ↗
- RR 2.6.0 released · 2007-10-03
- RR 2.5.0 released · 2007-04-24
- 1.552007-04-11 · diff ↗
- 1.542007-01-10 · diff ↗
- 1.532006-10-21 · diff ↗
- RR 2.4.0 released · 2006-10-03
- 1.522006-09-19 · diff ↗
- RR 2.3.0 released · 2006-04-24
- 1.512005-11-09 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 1.502005-07-20 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 1.402005-02-23 · diff ↗
- 1.202004-10-08 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 1.122004-08-09 · diff ↗
- 1.12004-07-09 · diff ↗
- RR 1.9.0 released · 2004-04-12
- 1.02004-03-19 · diff ↗
- 2.0.02004-03-15
- RR 1.8.0 released · 2003-10-08
Package metadata
- First published
- 2004-03-19
- Total releases
- 43 / 22 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10.0
- Bundled data
- 333 KB / 18 files
- Download size
- 487 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet