{ "_id": "6a1f24deb401979e73420e86", "Package": "extRemes", "Version": "2.2-1", "Date": "2025-05-16", "Title": "Extreme Value Analysis", "Authors@R": "person(given = \"Eric\",\nfamily = \"Gilleland\",\nrole = c(\"aut\", \"cre\"),\nemail = \"eric.gilleland@colostate.edu\",\ncomment = c( ORCID = \"0000-0002-8058-7643\" ))", "Author": "Eric Gilleland [aut, cre] (ORCID:\n)", "Maintainer": "Eric Gilleland ", "Description": "General functions for performing extreme value analysis.\nIn particular, allows for inclusion of covariates into the\nparameters of the extreme-value distributions, as well as\nestimation through MLE, L-moments, generalized (penalized) MLE\n(GMLE), as well as Bayes. Inference methods include parametric\nnormal approximation, profile-likelihood, Bayes, and\nbootstrapping. Some bivariate functionality and dependence\nchecking (e.g., auto-tail dependence function plot, extremal\nindex estimation) is also included. 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