MomEst

data

<p>Using the moment estimator, the function returns the parameter estimates
  of the generalized extreme value distribution for a given dataset of extreme values.</p>

extremes

A set of procedures for the analysis of Random Fields using likelihood and non-standard likelihood methods is provided. Spatial analysis often involves dealing with large dataset. Therefore even simple studies may be too computationally demanding. Composite likelihood inference is emerging as a useful tool for mitigating such computational problems. This methodology shows satisfactory results when compared with other techniques such as the tapering method. Moreover, composite likelihood (and related quantities) have some useful properties similar to those of the standard likelihood.

Simone Padoan

MomEst: Estimation of the GEV parameters by the Method of Moments

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