Statistics of Weather and Climate Extremes


Software


Software for Extreme Value Analysis

Web page on software for extremes maintained by Eric Gilleland.

Gilleland, E., M. Ribatet, and A.G. Stephenson, 2013: "A software review for extreme value analysis." Extremes, 16, 103-119.

Review paper on software for extreme value analysis.

evd

R package for statistical analysis of extremes, including multivariate extremes and Bayesian methods. Maintained by Alec Stephenson.

extRemes

R package mainly focusing on univariate extreme value analysis, based in part on ismev. Maintained by Eric Gilleland.

Gilleland, E., and R.W. Katz, 2011: "New software to analyze how extremes change over time." Eos, 92, 13-14. (popular article on extRemes)

Gilleland, E., and R.W. Katz, 2016: "extRemes 2.0: An extreme value analysis package in R." Journal of Statistical Software, 72, doi: 10.18637/jss.v072.i08. (description of extRemes)

in2extRemes

Graphical user interface for extRemes. Maintained by Eric Gilleland.

ismev

R package including classical extreme value analysis of fitting generalized extreme value distribution to "block maxima," as well as generalized Pareto distribution to excesses over a high threshold. Original functions converted from "S" to "R" by Alec Stephenson, now maintained by Eric Gilleland.

SpatialExtremes

R package for modeling spatial extremes based on framework of max stable processes. Maintained by Mathieu Ribatet.

texmex

R package emphasizing conditional approach of Heffernan and Tawn for multivariate analysis of extremes. Maintained by Harry Southworth.


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