Package: evmissing 1.0.2

evmissing: Extreme Value Analyses with Missing Data

Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2026) <doi:10.1002/env.70075>. A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.

Authors:Paul J. Northrop [aut, cre, cph], Emma S. Simpson [aut, cph]

evmissing_1.0.2.tar.gz
evmissing_1.0.2.zip(r-4.7)evmissing_1.0.2.zip(r-4.6)evmissing_1.0.2.zip(r-4.5)
evmissing_1.0.2.tgz(r-4.6-any)evmissing_1.0.2.tgz(r-4.5-any)
evmissing_1.0.2.tar.gz(r-4.7-any)evmissing_1.0.2.tar.gz(r-4.6-any)
evmissing_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
evmissing/json (API)
NEWS

# Install 'evmissing' in R:
install.packages('evmissing', repos = c('https://paulnorthrop.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/paulnorthrop/evmissing/issues

Pkgdown/docs site:https://paulnorthrop.github.io

Datasets:

On CRAN:

Conda:

bayesian-inferenceblock-maximaextreme-value-statisticsextremesgevmissing-datamissing-values

3.81 score 503 downloads 15 exports 59 dependencies

Last updated from:9ac7ee6ac3. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK166
source / vignettesOK182
linux-release-x86_64OK159
macos-release-arm64OK131
macos-oldrel-arm64OK82
windows-develOK127
windows-releaseOK114
windows-oldrelOK134
wasm-releaseOK117

Exports:block_maximablock_maxima_tsdays_in_monthdays_in_yeargev_bayesgev_influencegev_influence_rlgev_mlegev_returngev_tsgev_weightedmcarmcar2sim_datasliding_block_maxima_ts

Dependencies:abindbackportsbayesplotchandwichcheckmateclicpp11distributionaldplyrexdexfarvergamlssgamlss.datagamlss.distgamlssxgenericsggplot2ggridgesgluegtableisobanditplabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsnievenlmenumDerivpillarpkgconfigplyrposteriorpurrrR6RColorBrewerRcppRcppArmadilloRcppRollreshape2revdbayesrlangrustS7scalesstringistringrsurvivaltensorAtibbletidyrtidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
evmissing: Extreme Value Analyses with Missing Dataevmissing-package evmissing
Block Maxima and Missing Informationblock_maxima
Block Maxima for a Time Seriesblock_maxima_ts
Ozone Levels at Bloomsbury, UKBloomsburyOzone
Annual Maxima Ozone Levels at Bloomsbury, UKBloomsburyOzoneMaxima
Number of Days per Month in 1846-2007BrestSurgeDays
Annual Maxima Sea Surge Heights at Brest, FranceBrestSurgeMaxima
Missing Values in Sea Surge Heights at Brest, FranceBrestSurgeMissing
Methods for objects of class '"confint_gev"'confint_gev_methods plot.confint_gev print.confint_gev
Methods for objects of class '"confint_return_level"'confint_return_level_methods plot.confint_return_level print.confint_return_level
Days in a Year or in a Monthdays days_in_month days_in_year
Methods for objects of class '"evmissing"'coef.evmissing confint.evmissing evmissing_methods logLik.evmissing nobs.evmissing plot.evmissing print.summary.evmissing summary.evmissing vcov.evmissing
GEV Bayesian Inference with Adjustment for Missing Datagev_bayes
GEV Influence Curvesgev_influence plot.gev_influence
GEV Influence Curves for Return Levelsgev_influence_rl plot.gev_influence_rl
GEV ML Inference with Adjustment for Missing Datagev_mle
Return Level Inferencesgev_return
GEV ML Inference with Adjustment for Missing Data (Stationary Sequences)gev_ts
Weighted GEV ML Inference with Adjustment for Missing Datagev_weighted
Plot method for objects inheriting from class '"block_maxima"'plot.block_maxima
Ozone Levels at Plymouth, UKPlymouthOzone
Annual Maxima Ozone Levels at Plymouth, UKPlymouthOzoneMaxima
Sliding Maxima of Ozone Levels at Plymouth, UKPlymouthOzoneSlidingMaxima
Methods for objects of class '"return_level"'coef.return_level confint.return_level print.return_level print.summary.return_level return_level_methods summary.return_level vcov.return_level
Simulate Raw Datamcar mcar2 sim_data
Sliding Block Maxima for a Time Seriessliding_block_maxima_ts