Extreme value analysis package for Julia.

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The following julia command will install the package:

julia> Pkg.add("Extremes")

See the Package Documentation for details and examples and the related paper Jalbert et al. (2023, to appear).

Reference: Jalbert, J., Farmer, M., Gobeil, G. and Roy, P. (2023). Extremes.jl: Extreme Value Analysis in Julia. Provisionally accepted in Journal of Statistical Software.


The datasets that are available through this package are the datasets referenced in An Introduction to Statistical Modeling of Extreme Values by Stuart Coles.

They were obtained using the R package ismev.