Extreme value analysis for errors-in-variables models

ErrorsInVariablesExtremes.jl provides exhaustive high-performance functions for the analysis of extreme values in errors-in-variables models in Julia. In particular, methods for pseudodata models are implemented, such as:

• Parameter estimation by Bayesian procedure.
• Stationary and non-stationary models.
• Diagnostic plots for assessing model accuracy.
• Model selection with deviance information criterion (DIC).

Installation

The following julia command will install the package:

julia> import Pkg
julia> Pkg.add("https://github.com/JuliaExtremes/ErrorsInVariablesExtremes.jl")

See the Package Documentation for details and examples.