ismev                 package:ismev                 R Documentation

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     'ismev' includes functions to support the computations carried out
     in `An Introduction to Statistical Modeling of Extreme Values' by
     Stuart Coles. The functions may be divided into the following 
     groups; maxima/minima, order statistics, peaks over thresholds and
     point processes.  'ismev' is an R port of Stuart Coles' S-Plus
     extreme value statistical routines.

     Primary functions include: 'gev.fit', 'gev.diag', 'gpd.fit',
     'gpd.diag', 'pp.fit' and 'pp.diag'.

     Original R port was carried out by alec Stephenson, and the
     package is currently being maintained by Eric Gilleland.

