[R] Fitting extreme value distributions

David Scott d.scott at auckland.ac.nz
Thu Jan 22 04:22:34 CET 2009


On CRAN there are a number of packages concerned with fitting extreme 
value distributions. More than one refers to the book by Stuart Coles, 
which I have been using.

Could anyone with experience in this area offer opinions on the different 
packages?

David Scott


_________________________________________________________________
David Scott	Department of Statistics
 		The University of Auckland, PB 92019
 		Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 85055		Fax: +64 9 373 7018
Email:	d.scott at auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics




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