# Extreme value analysis in Julia

*Extremes.jl* provides exhaustive high-performance functions for the analysis of extreme values in Julia. In particular, methods for block maxima and threshold exceedances models are implemented, such as:

- Parameter estimation by probability weighted moments, maximum likelihood and Bayesian procedure.
- Stationary and non-stationary models.
- Diagnostic plots for assessing model accuracy.
- Return level estimation.

The package is largely based on the books of Coles (2001), An Introduction to Statistical Modeling of Extreme Values, and of Beirlant *et al.* (2004) Statistics of Extremes: Theory and Applications. The *Tutorial* section illustrates the package functionalities by reproducing many results obtained by Coles (2001).