Extremes.jl: Extreme Value Analysis in Julia
The Extremes.jl package provides exhaustive, high-performance functions by leveraging the multiple-dispatch capabilities in Julia for the analysis of extreme values. In particular, the package implements statistical models for both block maxima and peaks-over-threshold methods, along with several m...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2024-06-01
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| Series: | Journal of Statistical Software |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4786 |
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