Extreme Value Analysis with Goodness-of-Fit Testing
Overview
Goodness-of-fit tests for selection of r in the r-largest order statistics (GEVr) model. Goodness-of-fit tests for threshold selection in the Generalized Pareto distribution (GPD). Random number generation and density functions for the GEVr distribution. Profile likelihood for return level estimation using the GEVr and Generalized Pareto distributions. P-value adjustments for sequential, multiple testing error control. Non-stationary fitting of GEVr and GPD. Bader, B., Yan, J. & Zhang, X. (2016) doi:10.1007/s11222-016-9697-3. Bader, B., Yan, J. & Zhang, X. (2018) doi:10.1214/17-AOAS1092.
Bug fixes
gpdFit(): fixed parameter initialization when starting values are supplied via thestartargument;startis now correctly split into scale and shape components instead of being passed through unprocessed (#6).- Sequential tests: fixed an erroneous double
rev()in the ForwardStop / StrongStop computation ofgpdSeqTests()andgevrSeqTests(). As a result,pSeqStop()now takes p-values in the order the hypotheses are tested and preserves that order (previously it expected pre-reversed input). gevrFit(): the variance-covariance matrix is now computed safely; a singular Hessian returns anNAcovariance matrix instead of throwing an error.
Other changes
gevrFit(): addedextendInt = "yes"to the internaluniroot()call to make the moment-based starting value for the shape parameter more robust.
Show all changes in 0.2.7Hide the rest of the changes in 0.2.7
gpdSeqTests(): clarified documentation that candidatethresholdsare tested in the order supplied and should be given from lowest to highest, with an example of applying the ForwardStop rule.- Added formal package citations for the *Statistics and Computing* (2017) and *Annals of Applied Statistics* (2018) papers.
- Vignette now uses
SpatialExtremesconditionally (guarded byrequireNamespace()) so it builds even when that package is not installed.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-24
- NOTE9 OK, 4 NOTE2026-06-09
- WARNING9 OK, 3 NOTE, 1 WARNING2026-06-08
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- NOTE10 OK, 4 NOTE2026-03-10
Documentation
- Help pages
- 26includes a package overview page
- Examples that run
- 80%20 run in a plain check · 5 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 93%
- Return-value docs
- 87%
- Help pages citing references
- 65%
Downloads
Repository
- PRs merged (all time)
- 67%
- Median days to close, 50 most recently updated closed issues
- 1,314
- Median days to close, 50 most recently updated closed PRs
- 53
Stars over time
Forks over time
Issues over time
PRs over time
3 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/brianbader/eva_package on 2026-10-11.
Dependencies
Installing eva adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- 0.2.7Latest
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-11-15
- 0.2.62020-11-15 · diff ↗
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2020-02-13check problems were not corrected in time
- RR 3.6.0 released · 2019-04-26
- 0.2.52018-10-18 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 0.2.4
Package metadata
- First published
- 2015-12-29
- Total releases
- 10 / 11 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.10.0
- Bundled data
- 4.1 KB / 2 files
- Download size
- 2.5 MB
Cite
Cite this package
Run in R for the authors' entry:
citation("eva")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1007/s11222-016-9697-3, 10.1214/17-aoas1092.
Cite the R Observatory
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From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.