Extremes.jl

Extreme value analysis package for Julia
Author jojal5
Popularity
17 Stars
Updated Last
10 Months Ago
Started In
January 2019

Extreme value analysis package for Julia.

Active – The project has reached a stable, usable state and is being actively developed. Build status codecov documentation stable documentation latest

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/