On CRAN there are a number of packages concerned with fitting extreme value distributions. More than one refers to the book by Stuart Coles, which I have been using.

Could anyone with experience in this area offer opinions on the different packages?

David Scott


_________________________________________________________________
David Scott     Department of Statistics
                The University of Auckland, PB 92019
                Auckland 1142,    NEW ZEALAND
Phone: +64 9 373 7599 ext 85055         Fax: +64 9 373 7018
Email:  d.sc...@auckland.ac.nz

Graduate Officer, Department of Statistics
Director of Consulting, Department of Statistics

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