<h2>File List</h2><blockquote>
<p> <a href="rextreme.txt">rextreme.txt</a>
- R source code for fitting extreme value distributions<br>
</p>
<p> </p>
</blockquote><h2>Description</h2><blockquote>
<p>This is a text file containing
R-language source code for fitting extreme value distributions. These functions
were originally written in S by Stuart Coles and converted to R by Alec Stephenson.
For an explanation of how to use these functions, see the Appendix in: Stuart
Coles, 2001. <i> An introduction to the statistical modeling of extreme values</i>.
Springer-Verlag, London, UK.</p>
<p>These functions are included to document how the results in the paper were
obtained. For other use, it is recommended that the entire suite of functions
for extreme value analysis be downloaded. The Extremes Toolkit includes this
suite of functions, as well as a graphical user interface (currently available
at: <a href="http://www.esig.ucar.edu/extremevalues/evtk.html">www.esig.ucar.edu/extremevalues/evtk.html</a>).
</p><p>gev.fit
is a R function that estimates the parameters of the generalized extreme value
distribution by the method of maximum likelihood.</p>
<p>gpd.fit
is a R function that estimates the parameters of the generalized Pareto distribution
by the method of maximum likelihood.</p>
<p>pp.fit
is a R function that estimates the parameters of the generalized extreme value
distribution, via the point process representation, by the method of maximum
likelihood.</p>
</blockquote
