mevr: Fitting the Metastatistical Extreme Value Distribution MEVD
Extreme value analysis with the metastatistical extreme value distribution MEVD (Marani and Ignaccolo, 2015, <doi:10.1016/j.advwatres.2015.03.001>) and some of its variants. In particular, analysis can be performed with the simplified metastatistical extreme value distribution SMEV (Marra et al., 2019, <doi:10.1016/j.advwatres.2019.04.002>) and the temporal metastatistical extreme value distribution TMEV (Falkensteiner et al., 2023, <doi:10.1016/j.wace.2023.100601>). Parameters can be estimated with probability weighted moments, maximum likelihood and least squares. The data can also be left-censored prior to a fit. Density, distribution function, quantile function and random generation for the MEVD, SMEV and TMEV are included. In addition, functions for the calculation of return levels including confidence intervals are provided. For a description of use cases please see the provided references.
| Version: |
1.1.1 |
| Depends: |
R (≥ 4.1), dplyr, rlang |
| Imports: |
graphics, stats, EnvStats, parallel, foreach, doParallel, bamlss, mgcv |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2024-06-30 |
| Author: |
Harald Schellander
 [aut, cre]
(Package creator and maintainer),
Alexander Lieb [ctb] (Coded first versions of MEVD and SMEV),
Marc-Andre Falkensteiner [ctb] (Developed the TMEV) |
| Maintainer: |
Harald Schellander <harald.schellander at geosphere.at> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
mevr results |
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