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To Do:

  • Add Moran's and Northrop's score test (for GPD)

  • Add sequential threshold parameter plot

  • Add expected covariance matrix for probability weighted moments estimation in GEV1 case

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This package implements the methodology developed in my PhD research, including the publication(s) listed here. Goodness-of-fit testing for extreme value models, maximum product spacing estimation, data generation for the GEVr model, profile likelihood, etc.

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