evmissing: Extreme Value Analyses with Missing Data

Performs likelihood-based extreme value inferences with adjustment for the presence of missing values based on Simpson and Northrop (2025) <doi:10.48550/arXiv.2512.15429>. A Generalised Extreme Value distribution is fitted to block maxima using maximum likelihood estimation, with the location and scale parameters reflecting the numbers of non-missing raw values in each block. A Bayesian version is also provided. For the purposes of comparison, there are options to make no adjustment for missing values or to discard any block maximum for which greater than a percentage of the underlying raw values are missing. Example datasets containing missing values are provided.

Version:	1.0.0
Depends:	R (≥ 4.1.0)
Imports:	gamlssx, graphics, itp, nieve, revdbayes, rust, stats
Suggests:	testthat (≥ 3.0.0)
Published:	2026-01-08
DOI:	10.32614/CRAN.package.evmissing
Author:	Paul J. Northrop [aut, cre, cph], Emma S. Simpson [aut, cph]
Maintainer:	Paul J. Northrop <p.northrop at ucl.ac.uk>
BugReports:	https://github.com/paulnorthrop/evmissing/issues
License:	GPL (≥ 3)
URL:	https://paulnorthrop.github.io/evmissing/, https://github.com/paulnorthrop/evmissing
NeedsCompilation:	no
Materials:	README
CRAN checks:	evmissing results

Documentation:

Reference manual:

evmissing.html , evmissing.pdf

Downloads:

Package source:	evmissing_1.0.0.tar.gz
Windows binaries:	r-devel: evmissing_1.0.0.zip, r-release: evmissing_1.0.0.zip, r-oldrel: evmissing_1.0.0.zip
macOS binaries:	r-release (arm64): evmissing_1.0.0.tgz, r-oldrel (arm64): evmissing_1.0.0.tgz, r-release (x86_64): evmissing_1.0.0.tgz, r-oldrel (x86_64): evmissing_1.0.0.tgz

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