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Extreme Value Analysis with Goodness-of-Fit Testing

1packages dependsuggested by 1
7Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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.

Changes in 0.2.7

Bug fixes

  • gpdFit(): fixed parameter initialization when starting values are supplied via the start argument; start is 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 of gpdSeqTests() and gevrSeqTests(). 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 an NA covariance matrix instead of throwing an error.

Other changes

  • gevrFit(): added extendInt = "yes" to the internal uniroot() 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 candidate thresholds are 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 SpatialExtremes conditionally (guarded by requireNamespace()) so it builds even when that package is not installed.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.5 min · r-oldrel-windows-x86_64
Status changes
  • 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
Show 1 earlier changeHide 1 earlier change
  • NOTE10 OK, 4 NOTE2026-03-10
Advisories

none known

Documentation

In release 0.2.7
README· In the repository, left out of the releaseVignettesYes · 1 · evaluation depends on the environmentNEWSYes · 67% structured · mentions 0.2.7Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
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

7K
CRAN downloads in the past year
Rank #4,276 · ~19/day · ~587/mo
Daily download trend is not available in this view yet.
Also on143 r2u10 autocran1.3K conda_forge107 c2d4u

Repository

3Stars
3Forks
0Open issues
0Open PRs
0Releases
97Commits
5Commit identities
97 commits · Last activity 2026-06-21 · 0% stars, 30d
Responsiveness
How these are sampled
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

2024-10-26 · 32026-07-07 · 3
PracticesBeta

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.

Reproducibility and dev environment (1)
Makefile
CRAN release process (2)
cran-comments.mdrevdep/
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing eva adds no packages beyond those that come with R.

Depends (1)
R >= 2.10.0
Imports (5)
Matrixparallelstatsgraphicsutils
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Suggested by 1
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (2)
Author, Maintainer since 0.1.1 (2015)
Contributor
Releases (10)

Pick two releases to compare their code metrics.

  • 0.2.7Latest
    record
    2026-06-21 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • unarchivedReturned to CRAN
    2020-11-15
  • 0.2.6
    record
    2020-11-15 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • archivedRemoved from CRAN
    2020-02-13
    check problems were not corrected in time
  • R
    R 3.6.0 released · 2019-04-26
  • 0.2.5
    record
    2018-10-18 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • 0.2.4
    record
    2016-09-20 · diff ↗ ·
    removed 1 export
    gevCIboot
Show 8 earlier eventsHide 8 earlier events

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
Appears in task views

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

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for eva version 0.2.7 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

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.

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