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extRemes 2.0: An Extreme Value Analysis Package in R

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  • Gilleland, Eric
  • Katz, Richard W.

Abstract

This article describes the extreme value analysis (EVA) R package extRemes version 2.0, which is completely redesigned from previous versions. The functions primarily provide utilities for implementing univariate EVA, with a focus on weather and climate applications, including the incorporation of covariates, as well as some functionality for assessing bivariate tail dependence.

Suggested Citation

  • Gilleland, Eric & Katz, Richard W., 2016. "extRemes 2.0: An Extreme Value Analysis Package in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 72(i08).
    • Handle: RePEc:jss:jstsof:v:072:i08
    DOI: http://hdl.handle.net/10.18637/jss.v072.i08
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    1. Karvanen, Juha, 2006. "Estimation of quantile mixtures via L-moments and trimmed L-moments," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 947-959, November.
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    1. van der Wiel, K. & Stoop, L.P. & van Zuijlen, B.R.H. & Blackport, R. & van den Broek, M.A. & Selten, F.M., 2019. "Meteorological conditions leading to extreme low variable renewable energy production and extreme high energy shortfall," Renewable and Sustainable Energy Reviews, Elsevier, vol. 111(C), pages 261-275.
    2. Moins, Théo & Arbel, Julyan & Girard, Stéphane & Dutfoy, Anne, 2023. "Reparameterization of extreme value framework for improved Bayesian workflow," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
    3. Rau, E-Ping & Fischer, Fabian & Joetzjer, Émilie & Maréchaux, Isabelle & Sun, I Fang & Chave, Jérôme, 2022. "Transferability of an individual- and trait-based forest dynamics model: A test case across the tropics," Ecological Modelling, Elsevier, vol. 463(C).
    4. Franzke, Christian L.E., 2021. "Towards the development of economic damage functions for weather and climate extremes," Ecological Economics, Elsevier, vol. 189(C).
    5. Luis Fernando Melo‐Velandia & Camilo Andrés Orozco‐Vanegas & Daniel Parra‐Amado, 2022. "Extreme weather events and high Colombian food prices: A non‐stationary extreme value approach," Agricultural Economics, International Association of Agricultural Economists, vol. 53(S1), pages 21-40, November.
    6. Fengsong Pei & Yi Zhou & Yan Xia, 2021. "Assessing the Impacts of Extreme Precipitation Change on Vegetation Activity," Agriculture, MDPI, vol. 11(6), pages 1-16, May.

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