extRemes: Extreme Value Analysis

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>.

Version:	2.2-1
Depends:	R (≥ 2.10.0), Lmoments, distillery (≥ 1.0-4)
Imports:	graphics, stats, methods
Suggests:	fields
Published:	2025-05-16
DOI:	10.32614/CRAN.package.extRemes
Author:	Eric Gilleland [aut, cre]
Maintainer:	Eric Gilleland <eric.gilleland at colostate.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Citation:	extRemes citation info
In views:	Environmetrics, ExtremeValue
CRAN checks:	extRemes results

Documentation:

Reference manual:

extRemes.html , extRemes.pdf

Downloads:

Package source:	extRemes_2.2-1.tar.gz
Windows binaries:	r-devel: extRemes_2.2-1.zip, r-release: extRemes_2.2-1.zip, r-oldrel: extRemes_2.2-1.zip
macOS binaries:	r-release (arm64): extRemes_2.2-1.tgz, r-oldrel (arm64): extRemes_2.2-1.tgz, r-release (x86_64): extRemes_2.2-1.tgz, r-oldrel (x86_64): extRemes_2.2-1.tgz
Old sources:	extRemes archive

Reverse dependencies:

Reverse imports:	climextRemes, extremeStat, HMMHSMM, scde
Reverse suggests:	lax

Linking:

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