Statistics of Weather and Climate Extremes


Software


Software for Extreme Value Theory

Web page on software for extremes maintained by Eric Gilleland.

Stephenson, A., and E. Gilleland, 2006: "Software for the analysis of extreme events: The current state and future directions." Extremes, 8, 87-109.

Review paper on software for extreme value analysis.

evd

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

extRemes

Graphical user interface based on ismev. Written and maintained by Eric Gilleland.

ismev

"R" functions 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 written in "S" by Stuart Coles, converted to "R" by Alec Stephenson, and maintained by Eric Gilleland.

XTREMES

Menu-driven system with both block maxima and peaks over threshold options. Includes hydrology component. Companion to book Statistical Analysis of Extreme Values by R.-D. Reiss and M. Thomas.


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