Paul Northrop
R Packages
See my page at METACRAN
Extreme value modelling
- exdex Estimation of the Extremal Index
- lax Loglikelihood Adjustment for Extreme Value Models
- lite Likelihood-Based Inference for Time Series Extremes
- revdbayes Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
- threshr Threshold Selection and Uncertainty for Extreme Value Analysis
Others
- anscombiser Create Datasets with Identical Summary Statistics
- bang Bayesian Analysis, No Gibbs
- chandwich Chandler-Bate Sandwich Loglikelihood Adjustment
- donut Nearest Neighbour Search with Variables on a Torus
- itp The Interpolate, Truncate, Project (ITP) Root-Finding Algorithm
- rust Ratio-of-Uniforms Simulation with Transformation
- smovie Some Movies to Illustrate Concepts in Statistics
R Code
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Northrop, P. J. and Coleman, C. L. (2014)
Improved threshold diagnostic plots for extreme value analyses
Extremes, 17(2), 289-303. Free-to-read online!
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Northrop, P. J. and Chandler, R. E. (2014)
Quantifying sources of uncertainty in projections of future climate
Journal of Climate, 27(23), 8793-8808.
Featured in The Climate CIRCulator, Issue 1, January 2015.