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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