ISMEV: Functions for Statistical Modeling of Extreme Values

Functions supporting computations from the textbook 'An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The package, authored by Janet E. Heffernan, provides tools for maxima/minima, order statistics, peaks over thresholds, and point processes. The dataset's size, specific temporal coverage, and row count are not provided in the input metadata.

Use Cases

• Fit extreme value distributions based on maxima/minima functions.
• Conduct peaks-over-threshold analysis using the provided threshold functions.
• Model extreme events with point processes using the included computational tools.
• Perform order statistics calculations for extreme value datasets.

Strengths

• Implements methods from a well-known textbook on extreme value theory.
• Functions are grouped by major analytical approaches (maxima/minima, peaks over thresholds, point processes).

Limitations

• Column-level documentation is absent; field semantics must be inferred after download.
• Row count is unknown, which may limit suitability assessment.
• Last update date is unknown; freshness unverified.

Provenance

Source

paperswithcode

Collection Method

Software package providing computational functions.