Extreme Value Modeling for r-Largest Order Statistics
Overview
Tools for extreme value modeling based on the r-largest order statistics framework. The package provides functions for parameter estimation via maximum likelihood, return level estimation with standard errors, profile likelihood-based confidence intervals, random sample generation, and entropy difference tests for selecting the number of order statistics r. Several r-largest order statistics models are implemented, including the four-parameter kappa (rK4D), generalized logistic (rGLO), generalized Gumbel (rGGD), logistic (rLD), and Gumbel (rGD) distributions. The rK4D methodology is described in Shin et al. (2022) doi:10.1016/j.wace.2022.100533, the rGLO model in Shin and Park (2024) doi:10.1007/s00477-023-02642-7, and the rGGD model in Shin and Park (2025) doi:10.1038/s41598-024-83273-y. The underlying distributions are related to the kappa distribution of Hosking (1994) doi:10.1017/CBO9780511529443, the generalized logistic distribution discussed by Ahmad et al. (1988) doi:10.1016/0022-1694(88)90015-7, and the generalized Gumbel distribution of Jeong et al. (2014) doi:10.1007/s00477-014-0865-8. Penalized likelihood approaches for extreme value estimation follow Martins and Stedinger (2000) doi:10.1029/1999WR900330 and Coles and Dixon (1999) doi:10.1023/A:1009905222644. Selection of r is supported using methods discussed in Bader et al. (2017) doi:10.1007/s11222-016-9697-3. The package is intended for hydrological, climatological, and environmental extreme value analysis.
- Streamlined the example datasets. Related river flow data can be obtained from the original data providers and the accompanying publications.
- Minor cleanup of the package
DESCRIPTION.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK7 OK2026-03-30
Documentation
- Help pages
- 41
- Examples that run
- 68%26 run in a plain check · 12 never run
- Exported functions with examples
- 93%
- Documented parameters
- 83%
- Return-value docs
- 100%
- Help pages citing references
- 39%
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Repository
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Checks run against github.com/yire-shin/evmr on 2026-10-11.
Dependencies
Installing evmr adds 15 packages (8 with compiled code, 7.7 MB of source tarballs). Heaviest: eva 2.5 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
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Package metadata
- First published
- 2026-03-29
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 1.0 KB / 1 file
- Download size
- 57 KB
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