An Introduction to Statistical Modeling of Extreme Values

Functions to support the computations carried out in `An Introduction to Statistical Modeling of Extreme Values' by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ismev")

1.43 by Eric Gilleland, a year ago


Browse source code at https://github.com/cran/ismev


Authors: Eric Gilleland [cre] , Janet E. Heffernan [aut] , Alec G. Stephenson [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on mgcv


Imported by EQRN, ExtremeConformal, GJRM, GLmom, IDF, NSTempRFA, TailID, eFCM, extremeStat, famish, gnFit, loopevd, scanstatistics.

Suggested by Renext, RobExtremes, distrMod, lax, mev, texmex.


See at CRAN