extrememix

Bayesian Estimation of Extreme Value Mixture Models

CRAN Package

Fits extreme value mixture models, which are models for tails not requiring selection of a threshold, for continuous data. It includes functions for model comparison, estimation of quantity of interest in extreme value analysis and plotting. Reference: CN Behrens, HF Lopes, D Gamerman (2004) doi:10.1191/1471082X04st075oa. FF do Nascimento, D. Gamerman, HF Lopes doi:10.1007/s11222-011-9270-z.


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