DESCRIPTION

Package: mevr
Version: 1.2.3
Date: 2024-10-04
Title: Fitting the Metastatistical Extreme Value Distribution MEVD
Authors@R: c(
    person("Harald", "Schellander", email = "harald.schellander@geosphere.at", role = c("aut", "cre"),
      comment = c(ORCID = "0000-0001-7661-287X", "Package creator and maintainer")
    ),
		person("Alexander", "Lieb", role = c("ctb"),
		  comment = "Coded first versions of MEVD and SMEV"
		),
		person("Marc-Andre", "Falkensteiner", role = c("ctb"),
		  comment = "Developed the TMEV")
		)
Maintainer: Harald Schellander <harald.schellander@geosphere.at>
Depends: R (>= 4.1), dplyr, rlang
Encoding: UTF-8
Imports: graphics, stats, EnvStats, parallel, foreach, doParallel, bamlss, mgcv, mmand, data.table
Description: Extreme value analysis with the metastatistical extreme value distribution MEVD (Marani and Ignaccolo, 2015, <doi:10.1016/j.advwatres.2015.03.001>) and some of its variants. In particular, analysis can be performed with the simplified metastatistical extreme value distribution SMEV (Marra et al., 2019, <doi:10.1016/j.advwatres.2019.04.002>) and the temporal metastatistical extreme value distribution TMEV (Falkensteiner et al., 2023, <doi:10.1016/j.wace.2023.100601>). Parameters can be estimated with probability weighted moments, maximum likelihood and least squares. The data can also be left-censored prior to a fit. Density, distribution function, quantile function and random generation for the MEVD, SMEV and TMEV are included. In addition, functions for the calculation of return levels including confidence intervals are provided. For a description of use cases please see the provided references.
License: GPL-3
RoxygenNote: 7.2.3
Suggests: 
    testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://haraldschellander.github.io/mevr/