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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