extRemes 2.0: An Extreme Value Analysis Package in R
نویسندگان
چکیده
In this paper, we describe a new version (≥ 2.0) of the R (R Core Team 2013) package extRemes (Gilleland and Katz 2011), which is a major redesign from previous versions. Weather and climate applications are the intended focus of the package, although the functions could be used in other applications. The new version of the package is a command-line package for implementing various methods from (predominantly univariate) extreme value theory, whereas previous versions provided graphical user interfaces predominantly to the R package ismev (Heffernan and Stephenson 2012); a companion package to Coles (2001), which was originally written for the S language, ported into R by Alec G. Stephenson, and currently is maintained by Eric Gilleland.
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