Extreme value analysis package for Julia.

Installation

The following julia command will install the package:

julia> Pkg.add("Extremes")

See the Package Documentation for details and examples.

Data

The datasets that are available through this package are the datasets referenced in An Introduction to Statistical Modeling of Extreme Values by Stuart Coles.

They were obtained using the R package ismev.
https://www.rdocumentation.org/packages/ismev/